Step 1: Find a tree with a good canopy. Ideally, it's a tall, leafy one that won't provide a clear view for any potential predators. Make sure it's not too close to any rivers or streams, unless you're trying to be eaten by a bear.
Step 2: Clear a circle of land around the tree, about 10 meters in diameter. This will be your home for the night. If it's too close to a neighbor's property, consider relocating.
Step 3: Gather materials for your shelter. Look for sturdy branches, preferably with a diameter of at least 5cm. Avoid any with knots or loose bark, they'll make for a bad nights' sleep.