1. Make the Pattern:

The pattern shape of my sleeves is shown right.  The sleeve needs to fit fairly tightly to the upper arm.  If you have never made any sleeves before, the shape of the sleeve at the top is important to allow movement at the back of the shoulder.  This sleeve makes a sort of tapered turn back, if you want a different shape such as the much squarer shapes of Mary's reign, experiment with some calico to get the right pattern shape.

Measurements:
A.The length from where you want the sleeve to start on your shoulder to about 6-7 cm above your elbow.
B.  The length from the end of A to 4 or 5 cm longer than your fingers when your arm is
outstretched.
C.  To find this length, decide how far down your body you want your sleeve to fall, hold your arm outstretched and ask a friend to measure from where point A is to where you want the sleeve to fall.  Multiply this measurement by 2 to find measurement C.

 
2. Cut out the Fabric:

      You need to make up two sleeves of identical shapes for each finished sleeve.  One is the lining (parts E & F) and one is of the top fabric (part D).  Remember to include seam allowance (SA).
      Make sure that if you have a pattern on your main gown fabric (part D), that the top of the pattern is at the top of the sleeve! 
      The gown lining fabric (part E) only lines the very top part of the sleeve and is sewn to the sleeve lining fabric (part F), which lines the turned back cuff and can be of whatever fabric you want.  Fur, velvet and the main gown fabric were popular choices - look at portraits to get an idea of what would be appropriate.

 
3. Making up:

    Below is a diagram of the making up process. 
1. Once you have sewn part E to part F, you should pin and sew part D to parts E/F, along where the 
    blue line is (right sides together).
2. Open out the sleeve so it looks like the diagram in 1, then fold the sleeve in half, right sides
    together and sew along where the blue line is.

NB: If you decide to use velvet like I did, unless you've sewn it before, you will not know how difficult it is to work with as it slips around a lot.  To make it easier to sew, instead of pinning in a parallel line along the SA, pin very frequently at right angles to the SA to keep the velvet in place better.

 
4. Attaching the sleeves to the bodice:

If you have a sewing machine that is capable of sewing around small 'tube' shapes, machine sew the main fabric to the main fabric of the bodice at the arm hole.  This will make it a stronger joint.

Push the sleeve lining up inside itself, open the bodice (this gives the best access to the inside of the arm hole) and hand sew the lining in place.

 
5. Securing the turned back cuffs:

You will need a friend to help you with this.  Put the bodice on and ask a friend to arrange the cuff so that it hangs exactly the way you want.  Get your friend to safety pin the cuff at the back of your upper arm where you want it.  When you take the bodice off, you can sew the cuff to the back of the sleeve to keep it in place.  I have sewn a cluster of three tear-drop pearls here on my gown, to hide the stitches.

NB: Don't make the mistake I did!  I assumed that the cuffs would meet at the back of the upper arm where the seam was, and that the seam of the cuff would be right at the bottom of the cuff when it was in place...this is not the case.  To get the ideal look, the seam placement should be ignored!  I hope this makes sense!