This is not a recipe for a true Indigenous American dream catcher. This is for ‘new age’ and ornamental use.
Take a branch of a flexible wood and form a circle. Tie the ends together with a strong thread or yarn. Then take a thread of desired thickness and colour and tie it to the ring.
Wind the thread around the ring as shown in the picture. The further apart your revolutions are, the larger the holes will be. If you wish, you can tie a knot each time you go around the ring, so that the thread stays in place. You can also tighten it more than shown.