The baggie method is a technique that is used to help condition and moisturize the hair. All that it entails is wetting your hair until it is damp (not soaking), apply a deep conditioner and cover with a shower/conditioning cap if bagging the entire head, or an actual baggie (with the ziplock cut off) if just baggining the hair ends. Many curlies do this overnight, I prefer to baggie during the day while out and about with a beanie overtop. This works better for me because while walking around the city I generate heat and the baggie and hat help hold the heat in my hair to provide a better conditioning treatment.
I will advise against doing this for extend periods of time. Constantly keeping the hair wet without a chance to dry can cause mold to form. I baggie long enough to run my errands than rinse and air dry my hair.