Gather materials: Get felting wool, a felting needle, a mat, and optionally a needle holder. Needles come with little barbs that grab the wool fibers and tuck them into shape. If I'm making an animal, I like to make a wire frame to give it stability as I felt over it.
Prepare your workspace: Set up a clean, flat surface with your felting mat. Felting mats can be styrofoam or wool. They exist so you don't stab yourself or the table.
Select Wool: Choose wool roving in your desired colors. The more colors you choose, the more you can blend them and add details to your scultpure
Shape the wool: Form a loose ball or shape with the wool.
Needle Wool: Stab the wool with the needle on the mat to interlock fibers.
Shape: Continuously needle and shape your wool into the desired form.
Add Details: Attach small wool pieces for features and needle them in place. Some kits come with little plastic eyes to use for the animals; some felters choose to make them out of wool.
Check Firmness: Assess and adjust the firmness and shape as needed.
Finish: Make final adjustments and trim stray fibers.
Clean Up: Remove excess wool, store your needle and wool, and clean your workspace. Now you're done! Enjoy your scultpure; you can make little felted versions of your pets, or a gift for a friend. The possibilities are endless as to what you can create.