Start with a paperback book and tear off the cover as well as any paper on the binding. You can make your tree as tall or short as you want, but be sure to keep the bottom of it flat, by not cutting the bottom edge of the book. This way, your tree will stand up and be sturdy. Draw your tree with a marker.
With a craft knife, begin cutting away the pages along the marker line.
You don't need to bear down too hard, just cut away a few at a time, until you have gone through the thickness of the book.
You can color the edges of the tree or leave them white. If you want to add some color, hold the book closed tightly with your hand, and press an ink pad onto the book. Crayon or marker would work just as well. (Do not use paint, as the pages will stick together once the paint is dry)
Now, the fun part—fan all the pages out. This may take a few minutes, and you might have to work on a few places where the pages want to hold together. Use a paper clip to fasten the front and back pages together. (note: There is a chance the binding will crack (as you can see in the photo below, tree in the foreground). If it does, just handle the tree gingerly. Isn't likely to break off all the way)
These are so easy to make, why stop at trees? Snowmen, Santas, and so many other shapes could be made...