There are various weights of what are referred to a tissue paper. The thinner and lighter it is, the more layers you will need.  To get the effect you want, I would suggest you do some experimenting, just a few simple flat pieces: two layers, three layers, maybe up to six or seven layers. Just pieces as big as your hand will do. When they are thoroughly dry, examine them and see which number of layers is most likely to suit your purpose for light transmission and strength.

Just for fun, try embedding some of your materials under the top layer while you're experimenting: colored yarns or snips of silk fabrics, colored threads, mylar stars or hearts, pressed leaves, etc.

To add surface decoration, the simplest way may be to coat the outside with adhesive, then carefully waft your decorations onto the surface. Maybe press them down just a bit (to catch the adhesive) with a dry artist's paintbrush. This is what I would do for materials that may tend to soak up too much glue otherwise, like fluffy yarns. Larger, more dense pieces (pressed leaves, etc) could have glue applied to the backs of the pieces individually and placed by hand for optimum effect.

When you say you want to make a 'lantern', may I assume that you mean a lantern that will be lit by an electric bulb? If so, be careful about providing enough distance between any paper material and the bulb. Regular bulbs can get hot enough to burn your fingers and could be a fire hazard if paper was touching the bulb.

Paper really isn't a safe material for use with an open flame, as the slightest breeze can blow the flame against the paper and ignite it.

Sue