For this fly, you will need a size 10 to 16 hook, a pheasant tail feather, and black 3/0 or 6/0 thread.
Start off the thread around the hook by wrapping it around the shaft a number of times securing it with a knot. Then adhere to these steps to tie your nymph.
Fly fishing Nymph

  1. Pull about 12 strands of feather fiber from a large pheasant tail feather. Since length is essential, make sure to get these fibers in the upper 2/3 from the feather. Trim the base of feather stem material.
  2. Position the butt ends from the feather fibers about 1/5 of a hook shank back in the hook eye. This leaves room for the head on the fly later. Employing two loose wraps, commence tying the fibers down towards the top of the hook. If you don’t start off with loose wraps, the fibers will twist around the hook. Once you have the loose wraps in place, you can snug them with downward pressure from the bobbin. This can be a rule any time you start off tying any material to the hook.
  3. Use a slight upward lift on the fibers as you wrap them down towards the hook. This will prevent twisting on the fibers and keep them on top of the hook. This is also a rule any time you tie within a tail or any other material that can extend more than the bend on the hook. Tie the fibers down to the hook bend adding a couple of extra snug wraps of thread at the hook bend end of the fibers to keep them securely in place and prevent twisting. Wrap the thread back to just behind the hook eye.
  4. Start wrapping the fibers forward toward the hook eye. As you get closer to the hook eye, you will almost certainly need to use your index finger to hold the fibers in place so you can grab them and continue wrapping. Try to adjust your wraps to cover the hook shank yet leave sufficient fibers to extend towards the hook bend or just beyond it.
  5. When you reach the place exactly where you started tying the fibers down, tie the fibers off behind the hook eye. Be certain to not crowd the head area just behind the hook eye. This is one problem beginner tyers seem to always have; they crowd the hook eye and don’t leave enough room for a correct head on the fly.
  6. Tie the fibers down for the hook eye. There should not be any fiber wraps in the head area of the fly, just tied down fibers.
  7. Using your thumb and index finger, fold the fibers back toward the hook bend. Grab the fibers with all the thumb and index finger on the other hand and pin them towards the hook. The fibers should be evenly distributed around the hook, not just on top. Tie the fibers down within the head area of the fly, forming a smooth head. You do not need to make also many thread wraps right here, just sufficient to form a smooth head.
  8. Whip finish the head with six to ten wraps of a whip finisher. Since you are tying within the head area of the hook, any whip finisher will do.
  9. Cut the thread and cement your wraps having a thin head cement. I’ve identified Griffin Thin head cement to become a good type of cement for this process, but Flexament or any other thin cement will work.