I took an old halloween costume for a top/shoulder piece. It tied around the neck, and had a hood attached. I used this as the base of the cloak. I cut off the cloak part of the costume (I actually think it was one of those dress like things, where you slip it over your head and it's like a cloak going all the way down, but no closure in front.) I didn't have a sewing machine, or access to one, so I had to be creative. I went and bought a bunch of grey fabric. I had wanted to get a decent variety of greys, but the fabric store I went to was super expensive, so...
I made solid bits that went over my shoulder out of this fabric, and cut horizontal to the ground at the bottom of them. I handsewed and fabric-taped them to the cloak. Then I made a bunch of strips, which I either sewed or taped or both to the top. The fabric tape was actually really strong, and I had to do a lot less handsewing than I expected.
Someday, I may make a new one, since the one I made isn't quite as nice as I had wanted, and the details are a little off from what I imagined, but it was the best I could do with the supplies I had. I just put some pictures in the cosplay section. I wish I'd had A LOT more fabric, but it's modifiable.
I am SO EXCITED for WoR!. Yeah, I've read about the cosmere.