Poke some holes, tie on some string and you're done. The final, final step is to suspend it over your baby. You can do this in many ways. We re-form...
Step 1: Obtain high-contrast templates
The first thing I did was to check and see if anyone else had built something like this already. I didn't find anything I liked, but I found a few projects that I pulled ideas from. During my search, I found these great templates for the actual objects suspended by the mobile. The templates can be found at http://crafts.sleepingbaby.net/mobile.html You can download the templates as .pdf
Print the file, and cut out the images. Warning: this will use a lot of black ink.