This is a really quick and simple craft. And the method can also be used with silver or gold which might be an even better choice for a ring. :)

You will need:

Something hard that can take a pounding, I use an anvil.
Hammer with a flat head
Pliers/Cutters
Something to reheat the metal if it gets to hard. (I use a butane driven heater for crafting).
Material for the ring (copper wire)

Step 1: Shape the Wire

Start by cutting a piece of the copper wire which is long enough and add some extra to the total length if you need moor material to hold on to. If you use a more expensive material you can ether let the wire still be on the roll or hold the wire piece with some pliers.

The wire will be bent from the roll. So straighten the wire piece on the anvil. Try to not damage the round shape while doing this.

Then start hammering out one of the ends. Hammer the wire larger until you get a spoon shape (see picture). Make sure you do not make it to thin, or it will easily break. Would the ring feel to small you need a larger diameter of the wire.

Step 2: Make the Ring

When both sides are shaped and the length is right, you need to bend the wire to a ring. This can either be done using a mandrill (preferable), a round object the same size of your finger, or as I did, on the anvil.

And there is nothing more to it. Quick and easy! :)