So, here's what you're going to need: an old sock (preferably one with the heel worn through that you really ought to stop wearing anyway), loose cat nip, some worn out cat toys (noise makers are good), and miscellaneous ribbon scraps for the tail. You could do this with just the sock and catnip, the rest is just extra.
Step 1: Fold down the sock and pour some catnip into the toe. I used about a tablespoon, but the amount isn't very important. Then shove in your cat toys and work everything tightly down into the toe.
Step 2: Line the sock up on your machine and sew a couple times across to keep everything sealed in the toe. Using a zipper foot makes this easier if you have trouble. Remember-- it's a cat toy; you want to keep the cat nip contained, but otherwise neatness does not count!
Step 3: Fold a few lengths of ribbon in half and poke their raw ends up inside the sock, against the seam you just sewed. Sew a couple more times across the sock about a half inch from the first seam line to be sure you catch the ends of the ribbon firmly.
At this point your sock toy should look like this:
Step 4: Fold the open end of the sock down and around the toe. This will make the toy tougher for when your kitties try to kill it. Match up the sides of the cuff and sew across them. Again a zipper foot helps but isn't at all necessary.
Ta-da! You should have a double-layered, catnip filled, kitty ball of delight, complete with a tail.
Present it to your favorite feline and proceed to annoy him by taking his picture.