You can buy different grades of shade cloth by the yard at greenhouse and farm supply sites. But, jmho you'll spend more trying to make your own than you would if you bought them. Once you get enough shade cloth, you also need webbing to stabilize the edges, and heavy-duty grommets or d-rings for the corners, plus a heavy-duty sewing machine to sew them together securely. I found a 16ft. triangular shade sail on Amazon just now for $29.99. An 8ft. X 12ft. rectangle was $33.
Btw, we are sailors and have many used sails over the years but I'd never use one as a shade sail. They don't let air pass through, and would make a terrible racked flapping in the wind. We donate our used sails to the local bird sanctuary where they use them to block the wind in winter and keep the birds warmer.