You will need those Styrofoam cones they sell at the dollar tree. They might sell them at Wal-Mart too. You can actually have any shape base of Styrofoam, a ball, a square, whatever be creative!
You will also need several bags of peppermints. They are $1 a bag at Dollar Tree and 1 and about 1/2 bags fully covers one cone.
Take a low temp glue gun and put a circle of glue on the back of a peppermint. Stick it on the cone, pressing a few seconds. Follow along in a line going all the way to the top.
If you come to a place where a whole peppermint doesn't fit, you can break it in half and stick it in the bare spot.
When you are done it should look something like this....