I use DAS modeling material for my projects. Polymer clay is also good.Then the "finger" will be more light. You also need a spatula and some water.
Take little peace of modeling material....
...and form a plain "finger".
gently squeeze it to sections just like in a picture, this will let you form limbs.
Roll the parts you squeezed between your fingers to make them more smooth. You'll notice that the main limb is now formed very nicely
Take a spatula and press in the nail.
Now add wrinkles to the limbs using the same spatula. A knife is also good for this.
Here how it should look.
Now gently bend it
Now, when the finger is dry, just paint the nail how ever you like. You can add some red color to make it look freshly cut, to dye it green. Or do both for a zombie effect ;)
Have a nice DIY;)