This time of year you can usually find sausage casings in any well stocked grocery, ask them at the meat counter. If not, you can order them from an online source.
I highly recommend these guys:
http://www.butcher-packer.com/As far as how to go about it, you do need some basic equipment... Meat grinder with dies of various sizes and a stuffer attachment or (much preferred) a sausage stuffer. You'll also need lots of Kosher salt, iodized table salt doesn't cut it.
Recipes vary as far as seasonings go, but whatever type of sausage you have in mind, you want to make sure you've got the right ratio of lean meat to fat. The fat should make up roughly 25 - 30% of your mixture by weight. Salt is another thing that doesn't really vary between different kinds of sausage, 1/3 oz. per pound is the rule of thumb (BTW, a kitchen scale is indispensable for sausage making). Always season the meat before grinding.
Another thing to be sure of is that you've
completely removed ALL sinew and gristle from the meat. It will bind up on your grinder blades and cause your meat to be smashed through the dies rather than cut, this will ruin the texture of your sausage.
Finally, Keep your meat and all your equipment COLD. Put anything that will contact the meat in the freezer for a while before grinding or stuffing. Grind the meat into a bowl set in an ice bath. If you're making a lot of sausage, keep your seasoned meat and fat refrigerated and pull it out in small batches for grinding, do the same when stuffing.
All you really do is season the meat, refrigerate it (I actually prefer to pop it in the freezer until it
just starts to freeze), grind it to the desired consistency, mix it (usually by hand) with the amount of whatever cold liquid the recipe you're using calls for (this is called "binding"), then stuff it into your casings.
Stuffing does take a little practice... but it's not difficult. Just thread the entire length of a casing onto the stuffer, knot or tie off the end and try to let the casing slide off the stuffer at a steady pace. You don't want air in the casing, and you don't want to over stuff them. Easy does it. You
will wind up with a few small air bubbles in your casings when you're done, just prick them with a clean needle. Once your casing is full just tie off or knot the other end and twist them into links.
That's about all there is to fresh sausages. If you enjoy your work and the end results and think you might like to try some more interesting things like smoked, emulsified or dry cured sausages... Let me know, I'll be glad to help.
Good luck!