Many conventions take a “safety first” approach to cosplay prop weapons, restricting the types of products you can use to make them. However, it’s still possible to have a badass looking weapon to pose with.
Here’s just one method of how you can make a convention-safe dagger, using foamboard!

Modelled on the Blade of Woe from The Elder Scrolls: Skyrim
Step 1: Cut out the shape of the blade. I’ve just cut this one freehand, but sometimes if you’re lucky you can find template files online, or even scale up a screencap from your reference source to use to get the shape right.
Step 2: Shaping the blade. Foamboard is very easy to carve down using a craft knife to create the bevelled edges on the blade.
Step 3: Cover with plaster filler and sand with a fine-grit sandpaper. This may take several repetitions depending on how porous the foamboard is. The more times you repeat the filler/sanding process, the smoother your blade will become.
Step 4: Adding details. I’ve cut the hilt patterns out of EVA foam, and have used air-dry clay for the ridges along the blade.
Step 5: Prime and paint. There are many different options for priming and painting methods out there and everyone has a favourite, in this example I’ve primed with diluted PVA and hand-painted with acrylics.
Step 6: Finally, dress the hilt using some leather/pleather/fabric offcuts. Fabric with a bit of stretch will give you a cleaner wrap than non-stretch fabric. Use dabs of glue on the underside of the fabric to hold it in place.