Okay, MikeM has inspired me. Well, at least to the point of buying the wood.

And we got small pieces for the steps. We might make it with open air space in between the steps, not quite sure yet. Hopefully it'll be done within a week or two. But knowing me...
We have a very high up bed, like 2.5 ft up off the ground probably. What we do now is have a plush chair Yoda jumps up onto, then from there he jumps on the bed. Chair is about sofa height (1.5 ft or so off the ground). We were so proud of Yoda when he learned to jump down all by himself!