Electrons do not move through them very well. These things are called insulators. Plastic, cloth, glass and dry air are good insulators. Other materials have some loosely held electrons, which move through them very easily. These are called conductors.
Most metals are good conductors.
One very common way is to rub two objects together. The more rubbing, the more electrons move, and the larger the charges built up. It is simply the contact between two different materials. Static electricity is the imbalance of positive and negative charges. Now, positive and negative charges behave in interesting ways.