First, you'll need to gather your primary material: Obsidian. Obsidian is a tough, dark block that forms when water flows over lava source blocks. You'll need at least 8 blocks of it. The most efficient way to mine Obsidian is with a Diamond Pickaxe or a Netherite Pickaxe. Anything less will take an incredibly long time and might even break the block without yielding any drops.

Next up, you need an Ender Pearl. These are dropped by Endermen, those tall, slender, black creatures that teleport around the Overworld and are plentiful in The End. Be careful when engaging them, as they become hostile if you look directly at them. Alternatively, you can find Ender Pearls in chests within Strongholds or End Cities, or trade with Piglins in the Nether.

Once you have your 8 Obsidian blocks and 1 Ender Pearl, head to a Crafting Table. Place the Ender Pearl in the center slot of the 3x3 crafting grid.

Surround the Ender Pearl by placing the 8 Obsidian blocks in all the remaining slots of the crafting grid. This forms the Ender Chest.

Take your newly crafted Ender Chest from the output slot. Right-click to place it in your world. Remember, only you (or players who have your Ender Chest's unique lock code, if you're using server plugins) can access its contents, and those contents are synced across all Ender Chests you place!