This jig is amazingly simple to tie, so don't be shy if you haven't had much experience in fly tying! First, start off with an appropriate jig head, and what size you want is really up to you. I like a 1/16 ounce for catching perch for my bait on Fish Lake. Now for trout, I will switch over to a 1/8 ounce jig head. You can find jig heads in about any sporting goods stores. As far as variety, Sportsman's Warehouse is hard to beat. They have several varieties in several different brands. I really like the "Fresh Water Basics" brand. They have a more rounded jig head, and are fairly cheap at a half dozen heads for a little over a dollar.
Color is your other variable. I have the best success with either white, orange, or chartreuse heads. I like to carry a variety, some days there is a color the fish want over another. Body color also is a factor. On some lakes lighter colors are a must, on others you want the darker colors. Choose your materials to best fit the waters you fish!
Now the steps of tying the jig:
First, put your jig in the vice, clamping it near the "bend" of the hook. Take your thread, and make 4 or 5 wraps just behind the eye, being sure to wrap the main thread around the "tail" of the thread to secure it. If you have head cement, you may want to run a bead on the hook to ensure the thread can't slide. Next, wrap the thread towards the bend of the hook, and stop just before you get to the bend.
Now, find the material you want to use for the body. Yarn or chenille work great for body materials. You can also "dub" fur (a process of twisting fur fibers). For this example I am using a cream colored chenille. Make 3 or 4 wraps of thread around the tail of the chenille, then cut the excess from the tail.
Next wrap your thread forward to the head of the jig, back where you started. Now wrap the chenille forward, using it to build the body. Make sure wraps touch, or even do double wraps for a thicker body. When you get to where the thread is, make a few wraps with thread to secure the chenille, then cut the excess chenille.