All you need to make this simple set is
a blue cloth or blanket ( make sure this is a solid dark blue color, it will not work if there are different shades of blue! )
Pushpins to hang cloth or blanket on the wall (try to make them blue like your set)
a flat wall to pin the cloth or blanket onto
and a table to create your animation (if needed)
keep in mind that when making this animation, you cannot wear anything blue, when you edit the animation on the computer, anything blue will disappear and be filled in with your desired background for the set.