I learnt how to make beads from rolling up strips of paper - I bought some recently which were made by some African women, and they're so pretty. You cut a magazine page into triangles, as wide at the bottom as you want your beads to be wide, and then just wrap them around a cocktail stick, gluing as you go. Then you really need to varnish them, to make them colourfast and to make them look really good. These are what they look like before varnishing:
And this is a necklace made with some pink ones (for another birthday present, as it happens).