I love these balls. They are so nice to hold and roll and are so easy to make. And here is how.......
You need:
old pair of wool socks
un-spun wool fleece in various colors
felting needle
Now that your ball is firm and round, you can decorate it any way you like. Using your felting needle just poke in bits of wool or yarn.

For the final step, stick your ball in a sock or piece of panty hoes and wash and dry in your washing machine on warm. This will felt and firm up the ball.
Where to get supplies? My favorite local shop is
New England Felting Supply (otherwise just google "felting supplies") and they have a web site and will ship to you. Look under short fiber merino batt, they have amazing colors and 1-2 oz is enough to cover one softball size ball. Your local yarn store may have some stuff too. Once you start poking it is hard to stop, and then the possibilities are endless.