This is not a new thing but it is beautiful none the less for a first go.
Buy a cheap existing shade with a plastic cover is a good way to get the lampshade structure you need.
You then peal off the plastic cover carefully, you will need it later.
Alternatively you can purchase the lampshade materials from a craft store if you have one close by.
You then trace the old lampshade on a piece of cardboard. Allowing 10mm extra on one end for a gluing tab.
Using a pencil then draw random butterfly wing shapes on the shade template. Allow a 2-3mm gap between the wings.
Then use a sharp hobby knife to carefully cut out the wing profiles and then the lampshade outline.
When finished, put a bit of double-sided tape on the tab you made on the template and roll the shade around and stick each end to one another carefully. Take your time here.
Alternatively as I did, I designed mine on the computer and got my laser cutter to cut the profiles quickly.
Once togther turn the shade up side down on a table and insert the top shade ring from the dismantled lampshade and glue into place with superglue or double-sided tape.
Place on your favourite lamp or easy lamp base ( Ikea is great for this),
And your finished! Woho!
Obviously you could add more nice things to your shade than I have done such as ribbon, coloured paper, beads, etc.
If you used cardboard it is best to use no more than a 25w bulb or even better a energy saving one as they produce low heat.