A piece of cardboard, can be cut from the bottom of a shoe box or kleenex box
Colored yarn
Scotch tape
A hole punch
Paint or crayons (optional)
Draw a shape on the cardboard and cut it out.
Color or paint the shape if you want (and let the paint dry). With your hole punch, punch holes all around the edges of the cardboard shape, spaced about 1/2" apart.
Cut a long length of yarn. Wrap a piece of scotch tape around one end so it looks like the end of a shoestring. Tie a fat knot in the other end.
Poke the yarn UP through the holes and pull it all the way out until the knot catches on the back side of the cardboard shape. Wrap the yarn around the edge of the cardboard shape and poke UP through the next hole. Keep going till you have the whole shape "sewn".