Like all country wood crafts, the first thing you will need for your project is wood. The wood you use does not really matter all that much, apart from the size of the piece. You can get this kind of wood from many craft supply stores, in a number of different varieties. Or, if you are so inclined, you could simply cut a piece of wood from a tree or a fairly thick branch to use for your project. Be sure the piece you cut is large enough to hold the message you intend to use.
Once you have your piece cut out, sand the front surface smooth (this is particularly important, because your painting will look rather odd if the surface is not fairly smooth.) Also, be sure the thickness of your piece is uniform, as any slant will cause it to hang poorly when put up on a wall.
The last stage of your adventure in country wood crafts is to add your message. For this, you can simply paint on your words, pictures, or whatever else you like by freehand if you are particularly artistically inclined. Simply type out whatever words you want to use on a computer (an odd tool for country wood crafts, but useful nonetheless,) in a nice font, print it out and use a pencil to cover the back of the paper, and place it on the wood.