There are a few essential elements of making your own sinkers. First and foremost, molten lead is dangerous, so always think safety first. Trust me, you want to wear boots, not flip flops. Good eye protection is also a must because impurities in the lead can pop and cause injury. A face shield is ideal.
When the lead is melted down and poured into molds there are toxic lead fumes produced which can be inhaled and absorbed. This is why ventilation is need to dissipate the fumes. Never melt and pour inside a residence, use the garage or other outbuilding. Be sure to have the garage door open and have a fan blowing.
The physical things you need are leather gloves, a melting pot, sinker mold, skimming tool, and a pull pin ( metal coat hangers can be used).
Use pliers to slowly lower lead into the pot. Don’t just drop it in. You will also need and old spoon to remove the impurities off the top of the melted lead. That spoon can get hot though so you might consider a wooden handled lead dipper to lower the lead and skim impurities off the top. I oil my pin and mold on the first few sinkers.
Find the molds for the sinkers you use and give it a try. Good luck. You will find them way cheaper in the long run.