I cannot tell you how much I am crushing on this woven pendant lampshade. Although, to be clear, it's actually TWO lampshades. Their shapes aren't identical, but their lower circumference is. And that's the important thing, because that's where they're joined!
As for the weaving part, Koral used DMC embroidery and ecru cotton thread, which is explained over at Fabrica de Imaginacion. The original tutorial is in Spanish, so you'll have to do the 'translate' deal, but the accompanying photographs are done so well, you probably won't even need it.
Woven DIY Lamp [Fabrica de Imaginacion]