Clouds are made up of little droplets of water that are small enough to float in air. If you wanted to make your own all you would have to do is take a hot air balloon into the sky carrying lots of water and then use a hosepipe to spray a mist of very fine droplets all around!
This video is great at explaining more about how clouds are made normally:
And this one teaches you how to make a cloud in your own mouth!
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