Hi Abbe, I make felt. But, there's felt and there's felt.
If done very gently, no more than about 10% shrinkage, then the felt will be soft, pliable and will shape easily. If it is shrunk by much more than that you will end up with a stiff felt that is ideal for boots and slippers, bags and hats.
The problem is that not all wool felts well.
If the wool you use has a lot of kemp in it, that's the stiffer, straighter hairs, it will give you patches that won't be well integrated into the whole piece.
I rarely felt 'in the grease' because it takes too long, I use hot, soapy, water in a squirty plastic bottle, and layer the felt, squirting hot soapy liquid over each layer as I build up the felt.
Then I lay a piece of bubble wrap over the whole thing and give the plastic a squirt of soapy water too, now comes the fun part

work your way over the bubble wrap rubbing in circles with your fingers (very therapeutic, like skiddling in a sinkful of bubbles

)
This needs to be done for about ten minutes or so. Then carefully peel back the bubble wrap and have a look at your felt, if it's all attached to itself, great, if not, do it some more.
When it is all attached peel off the bubble wrap and wash the felt piece in very hot water then into very cold water, the felt will shrink and become much stiffer. Pieces can be joined together simply by making felt in the middle between two pieces.
If you want a shaped piece like a boot or a glove then you need a mould, and to be honest the washing machine is your best quick felting friend here

Build up the felt as before but work it together over the mould (you can use your foot or hand but remember it will have to shrink quite considerably to felt so won't fit when you're finished) If you cut out a flat template from wood, plastic or heavy cloth and felt over both sides of it you can pull the finished felted piece apart in the middle and thus make socks or mittens, by the same method as above.
When you have the basic felted shape put it into the washing machine and give it a coolwash, pull it out and have a look, if it seems sound then pop the whole thing into the tumble dryer and the heat and agitation will finish off the felting
Traditionally feltmaking, shoe insoles apart, is damned hard hot sweaty work that leaves your hands covered in dry hard skin that cracks and forms hacks very easily. Rubber gloves are good things if you're doing more than a couple of small pieces.
It is wonderful stuff though, colourful, springy, comfortable, hard wearing....
Best of luck with it,
Cheers,
Toddy