Once you have your rod installed, choosing and installing the curtains is just as simple as choosing curtains for any other regular window in your home. Pocket curtains, or the type of curtain that folds over at the top to form a "pocket" that you slide over the rod, are a good simple choice for this kind of space.
Ring curtains, or the kind that has rings punched through the top of the fabric so that it easily slides over the rod, is another good choice for you window. Remember when you're buying fabric either for pocket or ring style, you should buy about two to three times the width of the rod section you're covering so that you have the full curtain effect and the fabric doesn't look too thinly stretched out.
In terms of appropriate fabrics, there are no restrictions. Sheer fabrics are good for curtains or if you have any nice frames or accents around the window you might want to choose the colors and patters to accent that. A bay window is a very nice feature in a room that brings in a lot of light and makes a comfortable nook to sit in and read a book, so make sure to choose curtains that make it flow harmoniously in your room and don't try to hide it!
Don't let yourself get overwhelmed when faced with having to get curtains for bay windows. It's much easier than it sounds and it isn't any more costly or stressful than dressing up a regular window in your home. With some careful planning and tasteful decorating, in a very short time you can have your window looking beautiful and elegant with a set of curtains to give you the privacy and light control you need.