Making pallet furniture can be easy and fun. Here's an idea of how to quickly make a pallet shelf. Cut the last part of a pallet at its length. Sand all of the surface to make it smooth at the touch and ready for stain. Use stain, varnish, finish, whatever you want. I prefer to use an oil base finish because it doesn't alter the wood and leaves it natural. You're done, attach it to a wall and store your stuff. Here's how to make a very simple rustic good looking pallet shelf. You can make two out of one pallet.