What are they made of?  Polymer clay comes in several brands (Premo!, Sculpey, Sculpey Studio, Fimo) and a gazillion colors.  It is easy to work with and "fires" in just a regular oven at 275 degrees, so no kiln or other expensive equipment.  Because I like them to be bedazzling sometimes, I also add touches of Ultra Thick Embossing Enamel, gold or silver foil, colored wire, and so on.

How big are they?  Most of the people are about five or six inches high.  Some stand freely; some have magnets, so they bedeck my refrigerator.

How do you make...?  The whirligigs on the joyful child's dress, the diamond pattern on the superhero's cape, the flannel shirt pattern,... They are all made from "canes."  Here is a crude drawing of the whirligig cane.  A cane is a long rod-like assembly of clay.  You can carefully roll, pull, and/or stretch it to make it smaller.  Then you slice it and apply the identical slices to your surface.  (The canes for the flannel shirt and for the flowers on the Harbinger of Spring are way more complicated than the whirligigs.)       

How do you make...?  The knight's shield...  I found an image of the lioness rampant online.  I played with it in Photoshop until it looked just the way I wanted it, but backward.  Printed it on a laser printer.  Cut out the image, pressed and rubbed it onto a thin sheet of translucent clay and baked it. Removed the paper, which involved some soaking.  Cut the shape out of the clay with scissors.  Took another thin sheet of translucent clay, coated it in silver foil, coated the foil with Fimo "liquid decorating gel" and pressed the two sheets together, the one with the image and the one with the foil  Baked that.  Bent it into the slightly curved shape while it was still warm.  Complicated, isn't it?

Where do you get your ideas?  Who knows?  That is definitely the fun part.

How did you learn how to do this?  Books and a whole lot of trial and error.  I have boxes and boxes of failures.