Get metal, bend it, put a hole in it. Unless you're a complete retard it should be pretty straightforward.
Not exactly-
For it to be a Real Flexi the metal needs to be Spring Steel- which isn't easy to work with because it requires heat treating to work it.
1. Heat it to red hot so it anneals/ softens
2. Shape it
3. Heat it again to get the strength back- Quenching
* but at this point it is very brittle- hard but brittle
4. heat treatment again to relieve the stress/brittleness but still retain the strength/ spring- tempering
"Regular" steel which is called Mild Steel isn't a good choice because it will just Bend and not spring back so it becomes worthless as a brake and when you bend it back, step on it, bend it back etc it starts to fatigue the steel and will break off rather quickly.
( You really can't heat treat Mild Steel)
Aluminum is pretty much the same thing-