It's simple — here's how you do it:
Go to your local hardware store (like Home Depot or Lowe's).
Go to the lumber section and buy a thin piece of wood (you'll have a lot of options, just pick the one you like).
Buy a can of Rust-Oleum chalkboard spray paint.
Then go outside and spray your wood board on one side.
Let it dry, then you're ready to start chalking!
TIP: Buy the spray paint — don't buy the paint in a can. The spray is 100x easier to apply.
TIP #2: You can spray both sides of your wood board if you need to (I never do though), just make sure to let the first side dry thoroughly before you flip and spray the back-side.