Step 1: Box
If you want a plain colored box, turn a colored shoebox inside out. From the extra cardboard, cut out a piece of cardboard big enough for the box. Make a crease on part of it. Cut a hole for the string. Tape the other side of the cardboard to the box so it doesn't move.
Step 2: String
Tie a knot at the end of the string. It doesn't really matter how long the string is. Put the string through the cardboard. Tape the knotted end on the bottom side.
Step 3: Secrets
Hide something in the box. In the Secret Box episode it was this picture of SpongeBob.