I've been wanting to try needle felting for a year or so, ever since I first heard about it. (Here is a gallery of some things that the pros make).
It's hard to explain. Basically, you take a bit of roving wool, which is wool not spun into yarn, but raw, though cleaned and dyed, and you poke it over and over with a barbed needle, which mats the fibers and felts the material.
You can sculpt things with it.
I found a kit on clearance at Hobby Lobby, complete with a couple of needles and some bits of wool. The project was to put this ugly design on a felted purse, but I didn't want to do that, so I took a little bit and tried to make a heart, a pretty simple design to start with.
Then, being successful with the heart, I made another.
This is very fun.