I'd say buy a large ball from Walmart or get a big beachball, then you can inflate it, cover it in a bunch of layers of paper mache, pop the ball (or don't up to you), then attach it to the end of the trident with paper mache, masking tape, duct tape, what ever you have to use to get it on there, then gesso it and paint it after the rest of the trident is painted so that you don't have to deal with repainting the orb.
Well, that's more of a personal preference. For example, they used a dowel that's a 1/2 inch wide, but I think the 3/4 inch feels better. As for the length I used a 4 foot long one, but it looks like they used a 3 or 3 1/2 foot long one. You pick one depending one how you want it relative to your body. I picked 4 foot (plus the two ends which are 8 inches each) because I wanted it to be a about the same height as me.
Your tutorials are so amazing!~ I made a squiddle plush with your pattern and tutorial and am so happy with the way it turned out. My friend's been wanting to cosplay Fef and just about died when I showed her this. Thank you so much, from both of us!!~