The easiest way to have ice cream sandwiches is to simply buy them. The next easiest way would be to let your favorite flavor of ice cream soften a bit, put a layer of the softened ice cream in between two of your favorite cookies, put the whole thing back in the freezer so the ice cream firms back up, and then enjoy! If you really want to spend more effort to get your ice cream sandwiches just perfect for you, you can always try baking cookies from a cake mix for the outer part of the sandwich or making your own ice cream.
There are plenty of ways to personalize an ice cream sandwich. Instructables has a decent selection of recipes to choose from: there's one made with a thin cake-like outside, one with Rice Krispie treats, one with cookies, and a "sweet and salty" one that uses peanut butter. HuffPo has 16 delicious-looking recipes to choose from. You can also customize the size and go mini, like Ellie Krieger does.
The first ice cream sandwich was reportedly invented in San Francisco or possibly Blue Earth, Minnesota. At the very least, the It's It was invented in San Francisco. I can't confirm whether or not that's the first ice cream sandwich.