With a sharp needle, with some resistance on it, you always poke in the fluff. The fluff becomes more and more compact and you can shape it the way you want. (Depending on the prick direction).
These are my first attempts and I am quite satisfied with them.
I made this one, by making a pumpkin first and then pricking a lot of. Later I found out that you can comb knitting yarn with a nail brush, giving you beautiful fluff, so you do not have to buy expensive felt wool. (This can be fine with leftovers)
On Pinterest you can also look for fun ideas.
Here I first made a pumpkin and then I started felting.
Here I cut a piece of felt in the right shape and then worked.