We primarily use origami paper, kite paper, or 12"x12" scrapbook paper; you can also just cut a rectangular piece of paper to size.
Fold in half diagonally:
Turn the paper so that the point is on top (you don't really have to, but it makes the instructions easier to visualize):
Fold the triangle in half from point to point:
Turn so that the triangle again has its top point up top, and fold one corner over by about one-third (my fold isn't perfectly one-third here, which is fine):
And the other corner over where the first fold ends:
If you've done it perfectly, the end of that second fold will come right to the edge there, but honestly, it really doesn't need to be perfect. This is way NOT perfect, and it's still going to work.
Flip it over, and you'll see the flat line where you folded the corners over the middle of the triangle, and below that those two points sticking out. Cut off those points:
Cut squiggles and notches and doo-dads and fancies, being careful never to cut away an entire folded side:
You can cut away the entire bottom if you want, because there aren't any folds there.
Willow made a couple of paper snowflakes, and I made several, but Sydney? Oh, my goodness, Sydney made--dozens? Hundreds? See all that paper in the background:
Yeah, those are all HER snowflakes, and she clearly isn't done. She learned to do the folding almost independently, had a few tantrums when cuts didn't go the way she wanted (the kid finds dealing with frustration a major challenge, sigh), but mostly happily folded and cut and decorated away:
I like her idea here of drawing a pattern for the cuts she'd like to make:
I don't remember now if it worked for her, or if she still through a huge fit, but still...clever girl!
Especially if you use thin paper, such as origami paper or kite paper, you can stick these right to the window with a glue stick:
Which reminds me that we need to make some snow-white and Valentine's Day pink and red Waldorf window stars!