I have a gauntlt that fits that description...thick black leather from the wrist to the elbow; I can't count how many times it's saved me a lot of pain when I use it to block bokken strikes. ^_^;
Essentially, it's a shaped slab of leather bound over your arm with string. Not a very difficult thing to do at all. I've included a very basic sketch of how the gauntlet looks open and closed, as well as tied. Do not mock my craptastic Paint skills...I'm better with a pencil. T_T
Anyway, are you trying to do the gauntlet that Kaiba is wearing in your avatar? If so, just use a basic design and adjust it as you see fit. I would suggest, however, using a material that will not bunch up around your elbow or wrist during the day. Leather, faux leather, or such other materials work best.
Setting Cosplay Records One Costume At A Time
--The Very First Shukaku Cosplayer-- (Naruto, AX04)
--The First Haku to have self-staying (magnetic) mask-- (Naruto, AX04)
--The First True Dark Link-- (Legend of Zelda, AX05)