I used the instructions from here to start making them, but I thought that a picture format of all the steps would help others (mainly because it took me quite a few tries to figure it out on my own).
This is my no scissors approach to making these stars.
Step 1: Need
No scissors, so you need to also have a tongue.
Step 2: Measure
Measure and mark down the paper.
Step 3: Fold and Lick
You might not always have such on or near you, so here is what I learned as a young boy that works perfectly.
Fold the paper along the 1/2 inch line you drew. Try to get the fold evenly on the line.
Crease the fold with a fingernail all the way down.
Then, while it is still folded, run the fold along your tongue. For this your tongue needs to be slightly moist. Too moist and you will soak the paper, too dry and it wont work.
I did not get pictures of me using my tongue, hopefully you dont need a picture of that step. But if you do, just say so in a comment and I will get a picture up.
Once you have licked the fold, unfold it and tear along the line. I go at a medium speed, it tears apart perfectly, though not as cleanly as a pair of scissors, as you can see the paper fibers in the cut below.
Step 4: Start Folding
Step 5: Thread the Loop
Step 6: Pull
You want one end with most of the paper, and the other end with only a 1/2 inch or so.
If you mess up, you can trim the short end, but if you have to trim more than a 1/2 inch, try to make the pentagon shape again.
Step 7: Fold Under
Do not make any creases or folds. You want this to be light and loosely done.
Step 8: Turn
Step 9: Wrap
In other words, in a 5 corner shape, if you wrap the lower left side, you will then bring it to the upper right side.
Think Diagonals, and look at the pictures below. There are notes on them to help you along.
Step 10: Tucking
You will tuck this into the pentagon shape much like you did near the beginning with the smaller end.
You will be left with a pentagon.
Step 11: Pinch for a Star
You will get better at this as you make more and more.
To get smaller stars, I do everything the same, except make my strip smaller.
If I decrease the width by half (1/4 inch instead of 1/4) I decrease the length by the same (5.5 inches instead of 11 inches).
You may also want to get some eyebrow pullers to help pinch in the very tiny ones.