I like to make them to keep my hands busy on road trips or while watching movies. They're low-key and relaxing. They're amazing demonstrations of non-Euclidean geometry.
Step 1: Materials
A bit of yarn (the color doesn't matter; it won't show)
Thread. One of the colors of threads will be used a lot. The grey one in the picture was used up. (I often use serger thread for this.) The other colors should look nice together. (I changed my mind on the design of this one, so the threads pictured aren't the ones I used.)
Maybe a flexible tape measure.
Scissors are helpful.
Step 2: Roll a yarn ball
Step 3: Roll a thread ball
Thread your needle with the thread you have a lot of, but DON'T snip the thread from the spool!
Make a stitch through the knot in the yarn and into the ball. Don't lose your needle in the ball!
Make a few more stitches through the ball using the tail of the thread, until the thread is difficult to pull out of the ball/ the tail of the thread has run out. Put the needle away somewhere safe.
Wrap thread around and around the ball in all directions.
Wrap firmly. Try to use this wrapping to make your ball as spherical as possible.
Keep wrapping until you can't see anything but your wrapping thread.
Leaving a long tail, cut the thread from the spool.
Thread the needle with the tail and make many stitches, all over the surface of the ball, to hold threads in place and to secure the tail.
Pro tip: You can wrap with two colors at once, if you want! You get a gorgeous, deep texture and your ball is covered faster.