Every superhero has a unique style and very different needs, so every set of gauntlets should uniquely reflect those needs.  There's no wrong way to build your gauntlets.

Use Leather, Worbla, craft foam, fabric, 3d printing, or whatever materials you desire.  There are dozens of great gauntlet tutorials out there.   I'll share some methods and tips that worked for me.

Create your Pattern

The easiest way to get a good fit is to wrap some paper or foam around your arm and hold it there while you scribble out a pattern with a sharpie.  

Craft foam is cheap and easy to come by, so don't be afraid to try a few different sizes and shapes until you find one you like.

Add Interfacing

Real leather gauntlets probably don't need interfacing, but for faux-leather or craft foam gauntlets it is essential.  It will keep the foam or fabric from ripping or stretching when you make holes in it.  

Cut the interfacing to the same shape as your pattern and iron it on to the back of your foam and top layer, if you're using one.  Cut a piece of lining for the innermost layer, and add interfacing to that too.

Use spray glue or hot glue to gently affix your LED matrix to another piece of interfacing.  Add another sheet of interfacing over the top to make a sandwich.  Iron around the edges to encase the matrix securely inside with just the lead wires sticking out.

Light Diffusion

Play with different materials until you find something you like. I chose sticky shelf-liner from the hardware store over the top piece of interfacing, with a hand-filigree-cut piece of faux stretch leather layered over the top.

I used my sewing machine to stitch around the matrix through the shelf liner and both layers of interfacing to keep everything tightly together.

Next I cut a hole in the craft foam gauntlet the right size for my matrix to show through.

I carefully hand-cut a filigree pattern in my top layer of faux leather to create another layer of diffusion.  I attached the this layer to the prepped LED matrix with strong spray glue and let it dry completely.

Then I stitched around the edges of the matrix through the leather and craft foam layers, sandwiching it in place securely.

Button Placement

I placed my buttons at the top end of my matrix and punched small holes for the buttons to poke through the faux leather.  I glued the buttons to the craft foam underneath, then stitched around the edge by hand. They are delightfully clicky.

Feather & Battery Placement

I placed my feather to the right of my matrix, length-wise so it doesn't distort the shape of the gauntlet when it's on, and beneath the layer of craft foam.  I placed the SD card slot toward the top so it's easy to get to if I want to change the images.

I made a battery pocket from more shelf liner on the craft foam to the left of my LED matrix, to balance out any bulkiness.

Finishing

Before you add the bottom layer of lining, secure all your wires and components smoothly and test that everything is working.

Place the lining over the top (wrong side) of your gauntlet and stitch around the bottom and sides, leaving the top open.  Turn the lining to the inside and topstitch or serge around the edges.

Set grommets along both sides.   Glue on some decorations or sparkles as desired.

Finish the top edge with some more fabric or foam, leaving the inner edge open so you can reach the battery for charging and the SD card / USB port on the feather.