Like always, pin your pattern to the fabric.

(I usually draw out my own patterns)

Then, cut it out so you have two pieces like this.
(you should cut out 4 pieces actually, since we're making 2 mittens, of course!)

Then place one cut-out on the other, and sew! I back-stitched this so it won't fall apart.

Sew all the way around, except for the opening of the mitten.

Do this with the other two pieces, turn them right-side in, aaaand......

...You have a tiny pair of mittens for a baby!

(I was kinda sloppy with the second one; I was very tired when sewing it ^^;)