These are the basic instructions for making yogurt, thicker yogurt or soft cheese. Hard cheese is a little more complicated. Essentially all different variations of cultured milk, like cottage cheese, harvati, etc. I just felt like writing and making really bad puns, so here goes...
or just get yogurt from your grocery store and use that instead , it'll accomplish the same thing
Thermometer or some way of keeping track of the temperature of your food
2 Bowls (one small, one big) or Collander
Heat the milk up until boiling point 180 d F / 82 d C. Let it cool down to about 100 d F / 38 d C. There should be a skin forming at the top of the milk. Skim the skin (say that ten times fast as you do the task) off the top.
Pour the yogurt (about 150 ml will work) or the bacteria mentioned above and mix it in.
Once it is mixed you are ready to let it sit and get cultured. That doesn't mean putting on beethoven, it means pouring this solution into jars and keep those jars insulated at the desired temperature of culturing milk (app. 100 d f). After about 12 hours, put them somewhere cold like the fridge to help the solution consolidate.
Tip: to accomplish this you may want to wrap them in a small blanket / also place them inside an oven turned to the appropriate temperature.
Next Step: Thicker Yogurt (Greek yogurt) / Soft Cheese
If you have done these steps you will probably notice that this yogurt is not very thick and less thicker than grocery store stuff you might buy.
Make sure you have your 2 bowls. Line the big bowl with the cheesecloth and pour the yogurt in it. You can use muslin too. Gather together the four corners of the cheesecloth or muslin and bring them together as if you are making a cloth bag. Squeeze and strain out the liquid. You can also use a collander.
Now I'm not an expert on the exact straining, but naturally, depending on how much you strain, that will be how thick your end product is. So a lot of straining will leave you with a kind of cottage cheese / soft cheese result.
The next step is making cheese is pressing the strained milk