I made chocolate pudding once. It wasn't too hard, and turned out okay. Not a huge pudding fan, but homemade definitely let me skimp on sugar and not chocolate.
The hard part is probably adding the milk. Needs to be hot to combine smoothly with the corn starch, but not too hot or the milk will burn. Also can only add a little bit of milk at a time, to stop the corn starch from clumping. So boiling (but not burning) a little bit of milk? Just keep your nose and ears peeled.
One trick I've heard is to heat the milk first, and mix bits of it into the corn starch, cocoa, vanilla and stuff, until it's liquid enough to quickly dissolve in the milk. Still tricky, but starting with hot milk won't cool down the pudding while you add it.