As this was my first weaving experience I watched a lot of videos online. They were simple tutorials but the explained the basic key information about weaving techniques.
This series of videos were particularly helpful.
So I went ahead and made my loom. It was made from a simple canvas frame with tacks nailed in every 1/4 inch. The tacks were staggered so they warp threads could be closer together without splitting the wood. It was a simple process but very effective.