I just collected a bunch of sea glass this past weekend and made my first ever bracelet out of it. It was incredibly easy: less than an hour of fumbling with wire, and cheap (maybe $1 for materials).
I just wired each piece of glass with 24 gauge wire (creating loops with the wire as I went to connect each finished piece to the next as I started wiring it
) and finished it off with a split ring on each end and a lobster claw clasp. I'm not totally satisfied, since my wrapping looks like a third-grader did it and at least one piece needs to be redone, but I think it's okay for a first attempt. I'd love to be able to make graceful, elegant jewelry, but this will have to do.
The picture isn't so great (the glass is actually a pretty pale green, not grey), my apologies.