Purchase a lamp harp online or at home improvement store. They can typically be found in the lighting section of the home improvement store. Choose a finial base that matches the metal color and texture of your lamp.
Find or purchase the small ornament or knick-knack you would like to use as your finial. Some ideas include glass or metal figurines, seashells, and Christmas ornaments with the strings removed. Choose a decorative piece that is no larger than 3-by-3 inches. You do not want the finial to overpower the lamp.
Attach the decorative piece to the top of the finial base using the hot-glue gun. Hold the decorative piece firmly onto the metal base for at least 20 seconds.
Screw the completed finial onto the top of the lamp harp.