You'll want a dark room with the lights off. Give your eyes some time to adjust to the darkness. Sit on the floor or bed, make a fist and hold your hand about six inches away from your face, directly in front of your chin. Position the blanket behind you and pull it quickly over your head, leaving an air gap of about four or five inches between your fist and the blanket. If you're doing it correctly, spectacular little blue/purple sparks (see photo above and video captures
here) will jump off of your knuckles upward into the blanket. The faster you pull the blanket, the longer and more frequent the sparks will be.
Different types of fabric will yield varying results, so try a few blankets and sheets to find which give the best results. A dry vinyl shower curtain or a large sheet of plastic bubble wrap works somewhat better than cloth or fabric. Make a fist and hold your hand in the position described above. Bunch the curtain up into a ball and hold it in your other hand, but don't allow it to touch any other part of your body. Vigorously rub it in your hair for a few seconds, then quickly move the curtain about 4 to 5 inches above your fist- and a spark should jump upward.
With hundreds of tiny branches extending upward, these sparks closely resemble ground-to-cloud discharges such as the types seen from tall television towers and skyscrapers.
The blanket rubbing against the hair on your head rapidly separates large amounts of electrical charge. The charges collect on your body and inside of the blanket in front of you. When the charges reach a critical voltage level, the air between your fist and the blanket ionizes (breaks down) and a spark jumps. The process is just like that in a thunderstorm, only on a much smaller scale.