Start out in affordable copper wire purchased from an electronics hobbyist shop called transistor wire. It is cheap and coated in a clear plastic coating so the copper does not discolour.
The tutorial shows you how to start the bezel setting for the found object to sit on and the literally spiral around building up a cup that will encase the found object inside. Then finally use the remaining wire as a simple bail.
Once you have practice, why not use the last bit of wire to create an X-wrap weave and then create that as the bail.
You do not need a smooth item to trap either, as shown by the fragmented rock in the tutorial.
Share pictures of your own pendants, love to hear from you!