20-22 gauge wire-both produce a little different look
small beads that will fit on your wire
wire pliers (that is not what they are called is it? but that is what comes to mind so I am going with it)
a round object that is roughly the size you will want of the INSIDE of your nest...a spoon handle, marker or something like that.
Wrap around lots of times...15 or so depending on the gauge of your wire...or whatever suits your fancy...