just go look at onjes in the shop. you need some strong stitching and thats about it make sure the ends are like leather or something another way of doing it is buy a cheap plain one and do it up. or make a cover for it
making a cover for a plain cheap one is probably the easiest way i know of..but like fleassy said, if you make your own, it's not too hard, you just need to make sure you have really strong stitching. there's tons of possibilities, i have a bunch of vintage trim and ribbon that i use, it looks great as a guitar strap hope that helps!