Dubbing is simply coating your thread in bees wax or dubbing wax (I make my own). I use bees wax mostly. Pinch a bit of dubbing material and role it on between your finger tips. If your doing a small dry fly you would want to role it on tight to the thread, if you want a "buggy" looking nymph you might loosely role on bigger bundles and pluck out legs later with your bodkin.
