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Use eight sides of varying length. Use angles of varying size. Use sides that intersect themselves.
It bears mentioning that, though people commonly use the word "octagon" to refer to a regular octagon (one with sides and angles that are the same size), this is not, strictly speaking, the only kind of octagon that exists. Any shape with eight sides is an octagon by definition, just not a regular octagon. Thus, making a shape with eight sides of different lengths, rather than of the same length, produces an irregular octagon. As with their side lengths, octagons don't necessarily have to contain angles that are all 135o. As long as your shape has eight sides, angles of smaller or greater size than 135o can be used, resulting in an irregular octagon. The exception to this rule is for angles of exactly 180o. Generally, the two line segments that make up such an angle can be considered a single edge in a polygon. It's also worth nothing that special types of polygons called star polygons can have lines that cross over one another. For instance, an ordinary five-pointed star is drawn in this way from five lines that intersect each other in multiple locations. Similarly, it's possible to make an  eight-pointed star from eight lines of equal length. It's also possible to make eight-sided shapes with sides that intersect without making a tidy, symmetrical star shape. These shapes can be generally be considered "special case" octagons.