Smart and dangerous
Felting needles are simple but smart tools designed specially for needle felting. Their cross section near their tip is triangular and they have a few barbs on their edges. What are these barbs for? They hook fibers while you stick the needle into the wool, and then push them deeper. This allows you to gradually tangle wool fibers with each other, while giving it a desired shape.
If you are interested in how long it takes to make something this way and how it looks like, you can go to description of needle felting technique, but before you do so, take another look at the pictures and consider, how careful you need to be taking a felting needle in your hand.