My friend was so gracious as to share some of her Kefir grains with me and tell me what to do, so this is her wisdom not mine originally. Kefir grains are not really grains at all, they look like cottage cheese, don't really smell, and are essential to making Kefir. From everything I have read you cannot make your own you actually have to get a start from someone who has Kefir grains and then you are set as long as you keep feeding your Kefir.
This is what the grains look like, cottage cheesy right? Doesn't taste like cottage cheese at all though.