Yeah, I've made a bunch. It depends on how difficult you want them to be- for super simple ones;
decide if you are going to use a pre-formed insert or stuff it with loose batting. If using a pre-formed, cut 2 fabrics squares (or whatever the shape), about 2 inches wider than the form. Lay it inside out on the form, and go along the edges and pin the fabric snuggly along the form with straight pins. Leave the 4th edge open, and pull the form out. Sew along the pins. For the 4th side, use a flexable measuring tape, and measure the form, then pin and sew about 80% of the 4th side closed. Trim any excess fabric, then turn right side out. Stuff the form back in, through the 20% opening and hand sew the rest closed.
It's the same for loose batting, except you can make the size and shape anything you want it to be, no measuring needed.
Good luck, and show us pics when you are done!!