It is certainly possible to make your own 3D filament. To make your own 3D filament you will need plastic pellets and a pellet filament extruder. This device will allow you to melt plastic pellets into 3D filament. The 3D filament will come out in long strands and should be wound around a spool after it finishes cooling. The pellet filament extruder can be found in the pellet section above.