Most instructions tell you to start with a base that you have to buy, but I never do. Just find yourself a good selection of reasonably bendy twiggy branches, things like willow, hazel, and more or less any wood produced during the last summer will be flexible enough to use. You will need a selection of sticks something like this
plus a roll of wire available from any garden centre, this on is sold as "Garden Wire Light Weight", and is the cheapest and is ideal.
and of course you will be armed with your trusty
I had a bit of trouble finding any red berries in my garden just now, since the birds have cleared up all the available supply, so I will probably get something in red plastic from the decorations box to finish the job, or I might just wire up a few cranberries for the finishing touch.