Yarn, string, or fishing line
A container to carry gathered items (bag, basket, bucket, etc).
Also needed: a natural place to walk where you can collect natural items off the ground. This might be a forest, beach, meadow or some combination of places.
(Be careful of local laws/regulations about collecting. For example, many parks do not allow you to take anything out that you didn't bring in with you).
Take a walk in a natural area. Collect small items you find that are beautiful, interesting, or otherwise catch your eye. Examples of items include: pinecones, leaves, driftwood, seed pods, dried grasses, pieces of bark, lichen, small seashells, etc. DO NOT pull plants out by their roots or pull objects off trees, etc. Do not take items that are alive. Make sure shells are no longer occupied.
Caution: As we come into poison ivy season in many regions, be careful not to catch poison ivy. If you have trouble identifying it, I wrote a post about poison ivy identification (with photos) that may be helpful to you.
While you're walking, also look for a Y shaped stick on which to create your weaving. Something the length of an adult arm is a good size for a first weaving. Later, you might experiment with larger or smaller weavings.
When you return, wrap the middle of the Y with yarn like this:
Mystery Rash (Poison Ivy)
Lyme Disease Prevention