It depends on the toy itself. Some stuff I've tried myself then saw it online later and thought, "Oh hey, someone else thought of that too!"

Some stuff you can make with a little imagination. Using golf balls for kegel balls, hairbrush handle as a dildo, electric toothbrush for a little vibrator, etc.

But actually building one from wood? I don't have the skills for that, and after a few splinters, I think I'd be done trying.