I have become mildly obsessed with Froebel stars this past week. These three-dimensional stars are also known as German or Danish stars, which probably have other names as well, are a traditional Christmas decoration in Germanic and Scandinavian homes.
I have had really good success using plain white craft paper on a roll. I had tried using standard 12x12" scrapbooking paper taping the joint, but it looked tacky. Apparently good quality wrapping paper also works well.
I don't believe the video tells you the supply needs: you have to cut the strips at a ratio of 1:20 or more; so, if you decide you want the strip 1 inch wide, you need the strip to be 20" long.
I'll post when I have a few that are complete: dipped in wax and glittered.
I found this beautiful version made out of sheet music over at the Abbie's Road blog. She gives good directions as well.
In the meantime, here's a great YouTube video demonstrating how to make them. (Part II is linked at the end of this video):