Why make a shield?
The best reason is for protection against psychic flack of all kinds, especially important when you are first starting down the Path, and aren't yet well-versed in defensive measures. Its protection from mind-games and psychic vampires (yes, I believe they do exist), and a good shield helps you to separate mundane flack from psychic flack.
It exercises the ability of self-reliance and visualization. All told, it's one of the most essential tools of any Witch / Wiccan. What do I need to know about shields? Your shield is your BASIC piece of protection/comfort/defence. It is a permanent part of you, and something like wearing a Circle like a second skin. It should be flexible and semi-permeable, moving and growing with you, and "breathing" with your energy usage.
Be aware that what you visualize when you start out is what will be there, but that the shield will probably change of its own accord to keep up with your changing capabilities and needs. Building the Shield Preliminary Cleansing When building your first shield, it seems rather ridiculous to lock in any negative energy you may be carrying with you currently.
Therefore, I would recommend a preliminary cleansing, as follows:
Stand in a quiet place and centre your energies. Visualize a gleaming sharp sword in your hand. Use it joyously, vigorously slicing through the air close to your body on all sides, over your head and under your feet. As you slash, visualize all unfriendly or negative ties being severed and the ends shrivelling away to nothing.
Do NOT be specific -- "this tie, that tie" – ALL unfriendly ties are being cut!! Note that friendly and unfriendly ties exist on different planes, so you can't damage the friendly ties -- although you may be surprised that ties you thought were friendly, aren't -- and vice versa. It isn't necessary to do this every time you work on your shield, although a once-a-year cleansing and general housecleaning couldn't hurt.
Visualizations You have to decide every detail of the visualization of your shield. What shape will it take? What colour (if any)? What materials? What appearance? I am only suggesting the basics here, as you can do so much more with your shield as you grow as a Witch / Wiccan.
Shapes - Round, spherical, cylindrical, square, cube, pentagon, pentagram, ovoid, and any other shape you like. If you can hold it in your minds eye, use it!
Colours - Any colour of the rainbow, and a few never seen on this plane are all acceptable. Try to avoid black; not for its effect on you, but for not giving the wrong signals to the folks you might want to be working with.
Textures - Vary widely; from brick walls to energy cocoons, to steel spheres and laser force fields. Whatever your mind conceives of as protecting is what you use. Warning - Leaving your shield semi-permeable is strongly advised. This leaves you open to receiving positive energies while still giving you protection, and allows the important vibrational interactions that lead to growth.
The Process - Once you've decided what you shield will be, sit quietly and begin to visualize it around you in the form you've chose. Take 10 or 15 minutes to get it solid and clear to your inner eyes, and then quit for the day. Once a day for a week, re-visualize your shield and strengthen it.
Then check your shield once a week for the next month, re-visualizing and strengthening as needed. After that, check on your shield as you feel it's needed, but at least once a year. Keep in mind that once your shield is well-established, it's basically self-sustaining and maintaining. Eventually, the only times you'll need to be aware of your shield is at its yearly housecleaning, when you think of an improvement, or when it's reacting to a threat.