Some tips - don't go for anything complicated. Put in a welt, which is an extra strip of leather that runs down the seam on the edge side of the sheath.
Here is what you will need -
A sharp knife with a thin blade to cut the leather.
A dinner fork to mark your holes along the seam.
If you have a hand drill, you need a very small bit, your choice, but small, to make the stitching holes.
A bottle of contact cement. Buy at any decent hardware store.
Good heavy thread. You'll likely need to buy this from a leather shop. I like waxed thread.
Needles. Leather or upholstery shops sell these. Get the blunt ones with large eyes.
Sharpie. I use these to mark my leather on the Flesh side!
Take some time to think about your sheath design. Generally the easiest type of sheath is the foldover pouch. It has a seam on one side only and takes far less time to stitch up.
Good luck!
Andy