It is really easy. The hardest part is trying to decide which fabrics work best for you. If you are trying to go for warmth, look for nice heavy fabrics (fleece works well) on the inside and densely woven materials for your outer shell. Ski-jacket lining also works as a good middle layer, but that starts to make things a tad more complicated. Having someone else present to adjust your hem for you is also very helpful.
Beyond that, all you need is a sewing machine, your thread, any clasps and embellishments you wish to use, and about 4 hours from cutting the pattern pieces out to your finished product.
Feel free to get in touch with me or your local branch of the Society for Creative Anachronism (SCA) if you need help.