Gather the materials and supplies. You will need to get wool batting, felting needles (recommended sizes include 40 triangle for all purpose sculpting, 38 star for fine details and finishing and 36 triangle for attaching parts,) and a dense foam felting pad. Optional supplies include paper sticks or wooden skewers, a strong sewing needle, and sharp embroidery scissors.
To make a basic egg shape, start by preparing the wool batting. Make into small sheets of wool that are about the size of your hand.
Make a basic needle felted shape by stacking 4 sheets and rolling them into an oval shape while compressing as much air as you can out of the wool. The shape should resemble an egg.
Lay the shape on the felting pad and hold on firmly as you begin needle felting using the 40 triangle needle. Jab in and out of the wool with the needle until you feel the wool will hold its shape when you let go.
Continue to needle felt the shape until the loose fibers are all felted down.
With a basic shape completed, start building on it. The egg shape can form a sculpture in itself - a head, or an inanimate object. Alternately, it can become part of a complex doll or animal.
* Using contrasting colors of wool, embellish this shape to add artistic details by needling into it.
* To build a more complex character, smaller or larger egg shapes can be attached together, to form heads, bodies, to create a whole person or animal, etc., as depicted in the introductory image.