A human being's reasons for cooking with nut flour are very personal. They might be gluten intolerant, have celiac, trying to cut down on wheat and other grains, following a recipe that calls for nut flour, or just plain old prefer it. Whatever the case, they're gonna need to get their hands on some nut flour. Not every grocery store is routinely stocked with a full array of nut flours, and even if you stumble upon a bulk bin of nut flour, it tends to be pretty pricey. The marginally less expensive and certainly more entertaining solution is to make your own nut flour from the nuts of your choice.
Or nut meal if we're getting fussy. (Oh, let's get fussy.) Nut flour is generally considered to be what's made from what's left after the oil has been pressed from a nut. Nut meal includes the oil and sometimes the skins. Seriously, who has time (and equipment) to futz around with nut oil extraction at home? You'll be using the whole nut, minus the shell (of course) and the skin, if there is any. Many people use the terms nut flour and nut meal interchangeably and they're way more fun at parties.
If you happen to buy pre-blanched nuts or nut pieces (like slivers), feel free to skip this step, but in any case, you should opt for raw nuts rather than roasted. Pecans, macadamias, pistachios, walnuts, almonds, cashews, filberts, chestnuts—these and others are all fine choices for this endeavor.
Place a large pot of water over high heat and while you're waiting for the water to come to a rolling boil, rinse the nuts in a colander. When the water is ready, dump the nuts in, let the water come back to a rolling boil and let the nuts bob about for 10 seconds. Scoop them back into the colander (or just dunk the nut-filled colander into the water if it's made of metal) and rinse them under cold water. Using a towel, your fingers, your nails, or a knife, rub and scrape the skin from the nuts, dry them, and let them come to room temperature.
Should you happen to own a nut grinder, you probably already know what you're doing. If you don't and just have a blender or food processor, make sure that all parts of it are at room temperature and dry (you didn't just pull them from the dish rack) before you start. Pour in half a cup of nuts and pulse or grind them until they are as fine as you desire. Stop and scrape down the sides of the vessel with a spatula as needed. Keep a close eye on the nuts to make sure they're not turning into butter, and the machine isn't getting warm. Be patient and work a batch at a time.
When the nuts have all been ground, place a metal sieve over a bowl, pour in the flour, and shake it through. Run any larger remaining pieces back through the process.
Store your nut flour in a tightly-lidded vessel in the refrigerator so it doesn't go rancid, and deploy it however you see fit. It's your life. Go nuts.