For as long as I can remember, my family had these hanging on the tree. I think they started appearing after my great-Uncle returned from a trip to Denmark.
My Grandmother immigrated to Canada from Denmark in the 1930's. She was just 7 years old. Although the family quickly learned English and became part of the community, they always celebrated their Danish-ness. However, my Grandmother and her siblings were very young and memories fade. As an adult, my great-Uncle returned to the old country and brought back the instructions to making the paper star. A beautiful tradition.
I make these every year with paper ribbon. I've made so many that not only do they hang on the tree but I've connected them together in a chain. I always have to have instructions handy. Here's some online. Have some patience, it takes practice.
For more Christmas ideas, visit Scribbit's Winter Bazaar.