Take your paper and lay it out flat.
Now, fold all of the corners so that they meet the middle horizontal line.
"What? Finished? What in the HOL did I just make?"
Well, let me show you! Pick up your little triangle by the tip. Make sure you are grasping it by the end that opens to reveal the flaps, and that you aren't pinching the shorter inner flap.
This is called a paper banger! I highly recommend experimenting with how fast you flick it, whether you prefer to swing it wildly or only flick your wrist, and especially experiment with the type of paper you use to make it. I found newspaper made the best noise for me, but the frustrating part is that after flicking it about 15-20 times (which may sound like a lot but once you're on the journey for the perfect snap, it really isn't!) the end tears off and I have to make another. Snapping it in different rooms also helps sometimes - my dining room is a wide open space and so I get a nice echo in there if the snap is loud enough!
Happy HOLidays ;)!
(for those of you who maybe can't seem to get the snapping sound, try turning your triangle around. You want only ONE flap coming out when you snap it, not both!)