So the first step in all projects is gathering the tools and materials. In my case I did have felting needles and felting mat but not the roving in just the right shade of orange.
So I put my thinkin' cap on and this is what I did! I went out to the extensive yarn stash and found the most beautiful orange wool yarn called "Iceland by Crystal Palace" and I grabbed my pet brush and did a little "reverse spinning".
I carded (brushing) the yarn back into roving.
When I had a bunch of roving I made a ball.
I folded the sides of the roving in toward the middle.
I needle felted it first with the ball of roving on the felting mat because I was poking pretty far through the ball.
I then held it very carefully and sculpted the indents of the sides of the pumpkin. I then took a small scrap of green wool yarn and needle felted it to the top of the pumpkin for a stem