I found a tutorial, online. Here is the link, in case I don't explain it well enough.
Sorry for any blurry pictures.
Step 1: Supplies
*Something for a cover (a book, some cardboard, anything)
*Needle and thread (thick thread, embroidery string, waxed string, wire)
*Something to cut (Exacto knife/box cutter and scissors)
What you might need:
*Patterned paper (or fabric) to cover binding
* Modge Podge (or some other glue)
Step 2: Choosing Supplies
I chose paper that was grey and tan, and some translucent sheets (like the kind used on an overhead projector) so that I can write with expo marker on it.
Choose paper that will be good for what you want to use the journal for. If you want to use it as a sketch book, you can buy a cheap sketch book and use the paper from it, and you can even use the cardboard backing as your cover by cutting it in half.
Step 3: Fold Your Paper
Fold each piece of paper in half and run your fingernail along the crease.
Group the pages in fours, each inside of the next, and stack them up. Try to keep the order the same. It helps with keeping the final project looking neat. In the tutorial video I watched, she called the groups "signatures," so I'll call them that, too.