Always wear eye protection during science experiments. Never handle sharp objects, open flames, chemicals, or other dangerous objects without adult permission and supervision.
Firstly, be sure to check with a parent before starting this experiment. This experiment will almost certainly damage your record, so you want to make sure the record you are using is not valuable!
To start making your electricity-free record player, roll the paper into a cone, trying to make the tip as pointy as possible, and tape it so it stays. Why do you think this part is important?
Tape the non-pointed end of the needle to the tip of the cone so that the pointed end of the needle sticks out beyond the cone.
Insert the pencil into the small hole in the middle of the record. If it does not fit or the record hole is too large, you may have to be creative--the purpose of the pencil is to spin the record, as you'll see in the next step.
Place the point of the pencil onto a hard surface (you will probably want to put something underneath it, so it doesn't make pencil marks).
Find a labmate to help hold the paper cone up so that the needle is touching the record. Alternatively, you can find something to prop up the paper cone so that the needle is at the same height as the record. You may have to use some tape to get it to stay in place.
With the needle on the record, use the pencil to spin the record clockwise. What do you hear? Try spinning the record faster, slower, or even backwards!