The best way to make a Christmas tree out of lights is to start with a frame. You can use a metal frame, or even a wooden frame. Then, you can start wrapping the lights around the frame, starting at the bottom and working your way up. Be sure to leave enough space between each layer of lights so that the tree doesn't look too crowded. Once you've wrapped the lights around the frame, you can add decorations like ornaments or garland to make the tree look even more festive.