We had a fleece blanket making party with a group of women at our church a few months ago. You can purchase a fleece blanket kit at many fabric and craft stores, but I prefer to choose my own pattern and color of fleece material.
You really don't need many supplies - just your material, some good scissors (this is very important) and maybe ruler. If you have sharp scissors that will easily cut through the fleece material, this will make the job so much easier.
Once you have your fabric laid out and your pieces cut, it is just a matter of tying them and you have made a beautiful, warm blanket!