Use a medium pile roller (assuming it's a reasonably flat wall) and roll in one direction moving it in a 30degree varying pattern to move across the wall. The paint will get a line from the edge of the roller as you go, so you then turn it 90degrees, and roll in a similar pattern to keep spreading the paint, and that stops the edge build up. You'll then do a second coat a couple of hours later, and that will even the coverage.
Work in squares of about 2 to 3 foot at a time between refilling the roller. And this is what EFL was hoping you'd understand without having to go in to too much detail.
At the end of the day, it's just practice makes perfect.
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