Start off with some paper (any size works, 8.5x11" is what I'm using) and scissors. You can use square origami paper but I will show you how to make any paper into a square.
Put the short side of the paper facing you and fold the bottom right corner up to the left until it forms a triangle with the left side.
Cut the remaining part off of the top and discard it.
Open up the triangle and you will have a square. Fold that in half vertically or horizontally so it forms a rectangle.
Open it up again and use the line marked by the folding as a guide to cut it in half.
Fold each of these rectangles in half the long way.
Fold them in half again.
Unfold and you will have the center lines marked.
This is the difficult part. Take the bottom of the first one and fold it over to the right. Do the opposite for the next one, folding it to the left.
Repeat the previous step for the remaining section, making sure they look the same as in the picture.
Flip them over and fold the squares coming off the side to make a triangle. Make sure it sticks out like in the picture.
Fold the triangles inward so it holds it's shape.
Put them on top of each other like this.
Fold each triangle into the slit under the triangle adjacent to it. Do this with every triangle and voíla you're done!