IF you don't decide to buy raw shafts, then finding the proper shaft material is the first task. Understand right now that the advantage to buying shafts is that they will be matched in weight and spine, which saves a lot of time and work, and makes arrow building easy.
Before there were shafts being mass produced the first task was to go to logging sites, cut a split from each of several stumps (fir or cedar) and mark which split came from which stump. Then go home to make shafts from each of the splits, weigh them and measure their spine. And then you know which of those stumps out there in the mountains would produce shafts that were to your specifications so you could go back out there and bring home the whole stump. This is very well described in the book “From the Den of the Old Bowhunter” by Chester Stevenson. Any method you use for making your own shafts will result in variations in weight and spine unless you do it like Chet Stephenson did it.
If you have don’t mind that you’ll have to do a bunch of experimenting then go for it. I’ll warn you; if your genetic code is just so, making your own gear will become a lifestyle. And I’ll warn you, too, that people who prefer to take the easy way will think you are nuts.
You can use shoots from shrubs like hazelnut, ocean spray or wild rose. They need to be straightened frequently by hand until they are dry. Then you scrape off the bark and take them down to the proper spine using scrapers and sand paper, or rocks.
Or you can use salvaged wood (fir floor boards for example) or pick through the boards at the lumber yard. The grain needs to run as far down the piece as possible; whole length if you can find it. Boards need to be cut into about 3/8” x 3/8” x (whatever length) blanks. Using a simple jig to hold a blank steady you can plane them into dowels with a small hand plane. You plane down the four corners first until you have eight sides, then do the same until there are sixteen, then thirty-two. Once you have thirty-two, sandpaper or a scraper can take over to make them round.
Get a book or two if you are serious about this endeavor. I suggest you start with “The Bowyer’s Craft” by the late Jay Massey. Volume 1 of the “Traditional Bowyer's Bible” is also very useful.
Have fun.
