This is how I made it.
Yarn (2 colors)
2 diferent size styrofoam balls
and old book
Optional: distress ink
Wrap until the entire ball is covered (such as the one of the left). Once you are done, take a straight pin and pin the loose end into the styrofoam ball.
Find an old book and rip some pages out.
Cut or rip them into 1 inch squares (not exact just roughly 1 inch)
Wrap the piece of paper around a paintbrush end so that it becomes somewhat of a cone shape.
Dab a little hot glue on the end of the paper.
Keep the paper wrapped around the end of the paintbrush and push the paintbrush along with the paper into the styrofoam ball. It is a little more difficult with the yarn wrapped around the ball but the hot glue will help keep it in place.