First, you need to decide if you're going to spray or soak the item or steam press it. This decision will depend on the fiber content of the yarn and its care instructions (another good reason to keep that yarn label, as explained in this tip). From experience, I can't emphasize enough the importance of checking the yarn instructions before using water, heat, or steam on your crocheted pieces.
One method is to soak the piece(s) of your project in a special fabric wash, like Eucalan no-rinse fabric wash that comes in lovely scents, like jasmine and grapefruit (affiliate link):Wrapture - Jasmine Large 16.9 Oz. Soak for up to 30 minutes and gently squeeze (no wringing) out the water and roll up in a towel to really absorb as much water as you can. Smooth out the pieces, right side facing down, on a flat surface or these blocking mats (affiliate link):Boye Interlocking Needlepoint, Knitting, and Crochet Blocking Boards, 12'' W x 12'' L, 4pc and pin into the shape desired with these blocking pins (affiliate link):Knitter's Pride KP800417 Rainbow Knit Blockers-Package of 20. Let dry naturally overnight.
Another method is to "steam press" the item. Instead of spreading on the blocking mat, smooth the finished project out on a heat-resistant surface, like an ironing board or a flat surface with padding and a sheet over it. Pressing is NOT the same thing as ironing; the iron should be on the steam setting and should be held over the piece, hovering about an inch above for a second or two. You shouldn't actually slide the iron over the piece -- at most, just touch down lightly and quickly over the piece, with a damp linen between the project and the iron. Please don't use this method with acrylic yarns, the heat is just too much for them.
If heat or steam is not recommended, and you don't want to wash or soak the item just yet, then, after shaping and pinning, lightly spray the project with water or cover with a damp cloth. Instead of pinning down the ends, you might want to consider covering the dampened project with a plastic sheet and placing heavy books on top of the plastic. Let the piece dry naturally overnight.
Don't be afraid of blocking, just gently experiment with the different methods to see what works best for you and your projects.