I made my own bridal veil and it was important to me to make my daughter's First Communion veil. They are not expensive to buy - you can get them anywhere you find First Communion dresses and even in bridal sections of craft stores. But why buy when you can make your own? (I should note that the following images are not mine, but come from various commercial sources. You can find any of these images and corresponding vendors through a Google search of "communion veils," but I have also linked the pictures to the source website.)
First, you need to decide what the headpiece will be. You can use a crown
And there you have it - a veil that is very versatile in its look, but constructed in the same easy method.