Horseshoe nail crosses aren't really all that hard to make once you get start making them, like was said before they can be difficult but once you get the hang of it they get easier, I found a very good video series explaining how to on youtube.com, just search: How To Make Wire Crosses, it is a 3 pt. Series.
Horseshoe nail crosses are quite complicated to make but they make a fun hobby. In order to make them you need iron or any related element and you need to make it hot and hit it with a hammer. You need to get them in shape of a cross and then design it accordingly. Horseshoe nail crosses are not that easy to make. They require a lot of hard work and the crosses are usually made out of trial and error. Horseshoe nail crosses are easily available at all jewellery shops and other places where jewellery is sold. You can also search for them on the internet. Horseshoe nail crosses are quite cheaply available. You can also find them in silver and gold elements.