The sestina is an intricate form. Writing one takes great patience and much expertise. There are seven stanzas generally written in iambic pentameter. The first six stanzas have six lines each; the seventh stanza has three lines. The trick is that the same six words must be used to end the lines, but in a very strictly revolving pattern. The lines in the first stanza, for example, could end with the words:

light
treasure
might
pleasure
direction
affection

Then the lines in the second stanza must end

affection
light
direction
treasure
pleasure
might

So from stanza one,

the end word of the first line becomes the end word of the second line
the end word of the second line becomes the end word of the fourth line
the end word of the third line becomes the end word of the last line
the end word of the fourth line becomes the end word of the fifth line
the end word of the fifth line becomes the end word of the third line
the end word of the sixth line becomes the end word of the first line

Then when you go to the third stanza, you repeat the pattern as if the second stanza were actually the first. Is this confusing? Wait. When you finish the sixth stanza, in the seventh stanza you must use all six end words again, two in each line (because the seventh stanza has only three lines), and they must be used in the pattern of the first stanza, with the first end word coming in the middle of line one, the second end word coming at the end of line one, the third end word coming in the middle of line two, etc. Sir Philip Sidney wrote one called "Farewell o Sun". 

"Farewell o Sun" by Sir Philip Sidney

Farewell o Sun, Arcadia's clearest light:
Farewell o pearl, the poor man's plenteous treasure:
Farewell o golden staff, the weak man's might:
Farewell o joy, the woeful's only pleasure.
Wisdome farewell, the skillesse man's direction:
Farewell with thee, farewell all our affection.

For what place now is left for our affection,
Now that of purest lamp is quit the light,
Which to our darkened minds was best direction;
Now that the mine is lost of all our treasure,
Now death hath swallowed up our worldly pleasure,
We orphans left, void of all public might?

Orphans indeed, deprived of father's might:
For he our father was in all afection,
In our well-doing placing all his pleasure,
Still studying how to us to be a light.
As well he was in peace a safest treasure:
In war his wit and word was our direction.

Whence, whence alas, shall we seek our direction?
When that we fear our hateful neighbors' might,
Who long have gaped to get Arcadians' treasure.
Shall we now find a guide of such affection,
Who for our sakes will thinke all traveil light,
And make his pain to keep us safe his pleasure?

No, no, forever gone is all our pleasure;
Forever wandering from all good direction;
Forever blinded of our clearest light;
Forever lamed of our surest might;
Forever banished from well placed affection;
Forever robbed of our royal treasure.

Let tears for him therefore be all our treausre,
And in our wailful naming him our pleasure:
Let hating of ourselves be our affection,
And unto death bend still our thoughts' direction.
Let us against ourselves employ our might,
And putting out our eyes seek we our light.

Farewell our light, farewell our spoiled treasure:
Farewell our might, farewell our daunted pleasure:
Farewell direction, farewell all affection.