Making a GUI

I’m very new to this stuff, and I was wondering how to physically make a GUI, not display one, but actually make one?

I’m trying to make a first person sniper game, and I want to make the crosshair myself.

Usually the crosshair is a simple image created in PhotoShop or other image editor, and rendered on the screen using GUITexture or the GUI system. Is it what you want to know? Or are you thinking about a 3D object to use for this purpose?