Supplies that you'll need:
Felt - I got these 9X11 sheets of felt at my local craft store for about 30 cents each and got about 5 ornaments per sheet. You can also buy felt by the yard at fabric stores.
Pattern - I got this one from the internet.
Freezer Paper - from my grocery store
Embroidery Floss - from my craft store (I had some at home so I don't know how much it costs, but it's pretty cheap and a little goes a long way)
Polyfill stuffing - from your craft store. I already had some, but I think they're only around $2.50 for a bag that will last you a very long time. You could also use cotton balls, but they're pretty pricey.
Pen, Scissors, Iron
Skills you'll need:
French knot for the dove's eye
First find your pattern and transfer it to the freezer paper's mat side.
Next iron the freezer paper (the glossy side) to your felt.
Note: Embroidery Floss comes in skeins that the floss is 6 threads thick. Cut off about 18 inches of floss (or shorter - too long and you get a knotted mess!) now separate your floss into individual threads. I used two threads in my design, but you can use 3 if your colors are close and you want to see your design better.
Don't make your stitches too tight so that if you make a mistake you can pull out the stitches and try again.
Once your dove has the design you want you'll next want to sew the two halves together with a blanket stitch. Make sure to cut a length of Embroidery Floss to make a hanger with. Don't separate these threads, just knot it and stitch that in while you're blanket stitching.
Leave about an inch open and stuff with polyfill until your dove is as full as you want it. You don't need to make your dove too fat and you still have to close him up.