Step 1: Materials
The best shape is a rectangle much longer than wide. I generally use the off-cut from a piece of A4 trimmed square for some other project.

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;-)
(I forgot the link)
"UFO" is just the name - you didn't really think I had posted an ible about building a starship, did you?
The object is identified - a rolled up piece of graph paper in the form of an open-ended cylinder.
ZZZZ
Considers revising for 'plane contest
If you want to see other projects for paper planes, then use the search box (top right of the screen).