Found this on Needlework tips and techniques.
"With needle felting we cause the friction by stabbing the wool with a notched needle. This tangles the fibers together with no need for moisture.
The photograph displays a ball, egg, and cylinder, which comprise the primary forms for 3D needle felting. I will walk you through creating a ball, below.
Note that the cylinder on the right, has a "fuzzy" section at the top. This helps to secure it to another shape to build up the structure of a model. "
Forming a ball
Start by pulling off a narrow strip of core wool and selecting a coarse felting needle...