I started my own DIY about 3 or 4 months ago and the only advice I can give you is to NOT go out and buy expensive wood for your first project. Get somthing llike poplar, or any large wooden dowel.
My first DIY's were pretty decent, but im glad I went with cheap stuff first. If your really getting into making nunchaku, each pair only gets better and better, you learn the adjustments and specefications you want each of YOUR nunchaku to be, and over the course of your projects you will spark new ideas about :
Optimal tools to use for cutting, sanding, and drilling.
Where you want your holes to be for your string / chain
How long you want your string / chain
How you want your cord (if being used) tied.
Over the course of 4 months I've made over 20 pairs out of different woods and introduced myself to many different tools I never thought of before.
If you'd like some help reply to me, or if you know what your doing I encourage you to figure stuff out for yourself but if you would like a really good guide just hit me up - Ill show you how to make some pretty decent ones. check out my DIY's here on this forum I think I only have one uploaded but if you like what you see trust me, the ones I'm making now are 200% better.
But as said before, Oak is a really good wood to use but you dont want to mess up a pair of oak chucks making them your first time, also somebody else said cocobolo is a wonderful wood to use - I agree but its pretty expensive and the same thing goes. You might also want to investigate making some PVC chcucks, they make excellent practice/freestyle chucks.
Ive found that when learning new tricks PVC is the way to go, and once those tricks have been mastered you can safely tranfer those technques to your heavier wooden pairs.
Hit me up man - Im loving this.