Hands are complicated 3D shapes with many degrees of freedom of movement. Gloves need to accommodate this and are as such more complicated than 2 pieces of hand-shaped fabric sewn together.
-duct tape (or something similarly flexible)
-paper (preferably tracing paper or something similar)
-a disposable glove (latex, nitrile, whatever you have on hand [HURHUR])
-a permanent marker
-Fray-Check (optional, but nice to have)
-a sewing machine and/or a needle and lots of patience
Step 1: Terminology and Key
Fourchettes - the little pieces of fabric that go between your fingers
Thumb - the part that goes on your thumb (derp)
Fourchettes are one of the most overlooked parts of gloves, but they are VERY important for comfort and mobility of your fingers.
-darker fabric color is the "right side", or the side of the fabric that you want on the outside of your glove
-lighter fabric color is the "wrong side", or the side of the fabric that you want on the inside of your glove
Step 2: Drafting Your Pattern
Put the disposable glove on your non-dominant hand (I'm right-handed, so I put it on my left hand), and layer strips of tape all over the latex glove. Have a friend help you cut tape strips if you can, it's a lot easier that way. Make sure you get a nice, thick layer all over your hand, especially between your fingers and around joints.
Once you have coated your hand in tape, trace a line from the tip of your pinkie, down the side of your hand, to your wrist. This will be your trank seam.
Step 3: Drafting Continued: Fourchettes
Step 4: Drafting the Thumb
Step 5: Cut the Pattern
I cannot stress this enough, but BE CAREFUL when cutting the tape off your hands. Be patient, since the last thing you want to do is hurt yourself or ruin your pattern.
Step 6: Trace Onto Paper & Preliminary Edits
Once you've traced your tape hand, you need to add your cuff and seam allowances. You can do this by adding an outline around the original tape hand shape. I generally use about a 1/8" (3.175mm) seam allowance, but you can adjust as needed.
This is generally what your pattern pieces should look like (with notes for the most common edits you'll need to make).
Once you're happy with your paper pattern, cut it out, lay down your pattern pieces, pin, and cut your fabric*. I would recommend doing a few mock-ups on cheap fabric before cutting into your nice fabric.
*If you have Fray-Check and you are using woven fabric that tends to fray, apply it to the edges of all your pattern pieces after cutting them out.
Step 7: Installing the Thumb
Once your thumb is stitched together, turn it inside-in. Make sure your trank is inside-out (i.e. right sides together) and put the thumb in the thumbhole. Stitch the thumb into the hole.
Step 8: Attaching the Fourchettes
Step 9: Finishing
Step 10: Improving Your Design
Feel free to ask me questions and please let me know if there's anything I can clarify in here, especially my diagrams.
Step 11: References and Derivation
http://www.glove.org/default.php - this site is mostly about making period gloves and has some great patterns
http://vintagesewing.info/1950s/50-hmg/hmg-toc.html - this is a vintage book from 1950 about making gloves; it is very detailed and talks a lot about leather gloves
There was another site that I used to figure out how to make my first pair of gloves, but it's long dead.
All the sites I looked at when I was first learning how to do this used patterns with multiple fourchettes instead of the single fourchette strip that I describe here. The multiple fourchettes are more accurate for period costume, but they are a HUGE pain in the ass to keep track of.
When looking at some commercially-produced gloves that I owned, I noticed that there was a single strip of fabric instead of a whole bunch of separate fourchettes. I figured it would be much easier to keep track of and draft, so that's why I went with the strip design instead of separate fourchettes.