This one is so simple, I’m almost embarassed to put it into the how-to section of the site.
1. Find an old book. A hardcover book is best. If you find one with a sewn spine, even better. The size of the book doesn’t matter, although you may want to stick to those that have 100 pages or more. Mine was roughly paperback sized, but with a hard cover.
2. Fold every page in the book in half. Don’t bother gluing them.
That’s it. You’re finished. Tuck notes between the pages, and they’ll stay put, held in place by the pressure of the other folded pages.