Belt Weaving can be done with leather strips, cords, heavy twine or yarn, or other materials of your choice.
First, obtain a belt buckle. Here's a great way to upcycle those old belts that have gotten worn, cracked, or are suddenly smaller. :)
Next, decide on the material you want to use. This tutorial uses a nylon cord, and you could even mix colors to suit your personal style!
Keep on weaving!