Fingers (Preferably 2 hands' worth)
Paper (Preferably square, or can be cut to be square)
Patience for the first one, after that it gets easy.
(*Sorry for the bad .GIF image, It's the best I could do with the heron needing 2 hands)
Step 1: Shaping paper and Preliminary creases
To make the preliminary folds, crease the other diagonal in the same way as you made the first crease. Turn the square over and crease centre lines by folding the paper in half both ways. unfold again.