This isn't your traditional mobile but it looks cute and moves nicely with a breeze (or fan).
Here are the items you'll need: Paint chips, thread, a needle, glue gun and a vent clamp.
The great thing about using paint chips is that you can match your wall colour perfectly.

Start by cutting the paint chips in circles. Use all shades to create an ombre effect.
Then, hand sew through the bottom and top of each circle, use approximately 5 per strand. Adjust each circle up and down to ensure even spacing.
Once you are happy with the spacing, use your glue gun to adhere the exact same colour circle on the back of the threaded circle.
Tie each strand to the vent clamp and hang (I used three pieces of fishing line to hang). Once your little one can stand-up you'll want to make sure the mobile is high enough that he can't reach it.