help on making a cosplay??

I say buy a jacket pattern, if only to have a working base. Something like Simplicity 2284 or 3628 look like they'd both work well.

My other advice would be to check out cosplay.com
They have some really friendly people there who LOVE to make their own cosplay, and are willing to help others. You might even find someone who has a Lenalee pattern they'd share (or sell).

Sorry for the long link but it has lots of variations of the coat.
You would be able to adapt one of those military style jackets by putting panels on and making the collar into a band one. You may be able to pick up a cheap one at a thift/second hand shop if you don't like the idea of too much sewing.

http://www.google.co.uk/images?um=1&hl=en&rlz=1T4SNYD_enGB328GB328&tbs=isch:1&q=lenalee+cosplay&revid=16848416&ved=0CCEQ1QIoAQ&imgtype=i_similar&sa=X&ei=eWXUTIjcO9CRjAfwq4TLCQ&ct=img-sim-l&oi=image_sil&resnum=14&tbnid=4mi-JagVHkjrEM:

I'm not really familiar with this, but from what it looks like, I think that you could just get long sleeved shirt and alter it a little to use it as a pattern
what i do is get a bunch of muslim and just add parts, for example you'd have to add strips to the front on each side so that they overlap and figure out the white parts of the sleeve
then cut up the shirt to get the exact peices that you'd have to cut out of the cloth that you are using but remember to add for seam allowance

the skirt looks pretty easy, and i'd go ahead and sew them together