Create a design for your headboard by sketching it out on a large sheet of paper with a pencil, so you can make changes if needed. Make the sketch actual size so you can hold it up behind the bed to ensure you get the desired effect.
Cut out the paper design with scissors and tape it on top of a piece of plywood. The paper will act as your cutting template so you can cut the wood exactly how you want it.
Shape the wood with a jigsaw, using the lines of the drawing as a guide.
Sand down the edges of the wood and any rough spots with sandpaper. The wood should be smooth without any splinters sticking out.
Cover both sides of the wood with primer and whatever color paint you want. Let the primer dry several hours before applying the paint.
Attach male strips of fabric hook-and-loop fastener (like Velcro) to the back of the headboard and female strips to wall in matching positions. Using a fabric hook-and-loop fastener is only suitable for headboards that are mostly supported by the bed.
Hold the headboard against the wall and insert screws straight through using a power drill. This method is better for large headboards that require more support than Velcro will provide.