This is a pretty easy make as I cheated a bit and used a lampshade making kit kindly given to me by a friend just before we moved. But making your own (with or without a kit) is a fantastic idea as it means you can use whatever fabric your heart desires, you could even match it to another print in the room if you wanted to.
The kit was pretty straightforward to follow (if you'd like to have a go, you can buy a range of them here), I used some Mount Fuji Japanese fabric I ordered, along with my cushion fabric recently from Etsy.
You cut a piece of fabric to fit the piece of sticky backed plastic provided which makes the shade itself. This can be a bit fiddly and reminded me of covering school books with plastic, without leaving any bubbles! You then attach some double sided sticky tape to the lampshade rings, and roll the shade around it to stick it together. Finally you push in the rough edges under the rim with the tool provided. That's about it. I put up the lampshade in our spare room and think it looks pretty dandy!