Before you make one, look on Freegle and Ebay for a door that someone local is throwing out when they buy a horrible plastic one. For my shed I ended up with three; one was 99p on ebay, one was free on Freegle, and one I paid £10 for but sold the chubb lock for the same after cleaning it. It saves the owner the trouble of taking it to the tip, and there are lots available.
An old solid wood front door can be much stronger and more durable than a typical shed door. It might come with hinges and even a lock, or at least a mortice ready-cut. A coat of paint or stain and it will look fine. Protect it from damp and rot with a timber preserver first, especially on the top and bottom edges which are usually neglected but are most prone to damp.
I clad the walls of my shed, I had some WBP 18mm ply left over from flooring, which is satisfactory, BUT it will not hold together if it gets wet. I just used a water-repellent fence stain on the face, which is protected by overhanging eaves, but on the exposed end I added a stainless kickplate at the bottom, projecting slightly to give run-off, to protect it from rainsplash.
If water gets into the edges of ply, even nominally WBP, it will delaminate. Fill any gaps with waterproof glue or silicone. Treat all edges with multiple coats of paint or stain.
It isn't stiff enough to use as a door on its own, so add planks round the sides, top and bottom, on both sides, and screw them together (from the inside surface) through the ply.
if you are good at woodwork you can do a more sophisticated job.
For outdoor work I use a wood-preservative and soak the cut ends, on all surfaces, before assembly but after cutting and drilling.
You can probably get a second-hand lock on ebay or freegle, from someone's front door. Get one with a few keys. Sheds benefit from two locks; one a third up from the bottom and one a third down from the top, to frustrate people trying to lever them open with a spade or other readily available implement.
