Slowly add the oil a few drops at a time, while continuing to whisk vigorously. It's important not to add too much oil at once otherwise the mayonnaise will split.
"Split" mayonnaise means that the mayonnaise is runny instead of creamy. This is usually because too much oil was added at once. If you're mayonnaise splits, start again by adding 1 tablespoon of the split mixture to 2 egg yolks. This is the mayonnaise base. Continue to add oil a few drops at a time while whisking.