1. It's important that you use the right kind of rice. Onigiri are usually made from short grain rice which is stickier than regular long grain rice. Short grain rice is also called "sushi rice" and at Asian provision stores, they are also called "pearl rice".
2. When making the rice balls, let your freshly cooked rice cool down. Warm rice is preferred as the moisture will not go into the nori sheet. If you are using rice from the fridge, put in in the microwave for 30 seconds or slightly steam the rice. Cold rice will be hard and the rice texture will not be as nice.
3. Wet your hands. Lightly wet your hands to prevent the rice from sticking. If you like, have a little bowl of salty water next to you, the salt on your hands will flavor the rice a bit.
4. Use an onigiri mold or a bowl and plastic wrap (if you don't have a mold). An onigiri mold is easiy to use and is great for beginners. All you need to do is to press the rice firmly into the triangle mold. If you don't have a mold, line a bowl with plastic wrap and pop the rice in.
5. Don’t fill the onigiri too much. You might be tempted to pop a lot of filling on the inside, but if you have too much the onigiri won’t have any structural integrity.