We numerically demonstrate an ultrafast method to create $textit{single}$ skyrmions in a $textit{collinear}$ ferromagnetic sample by applying a picosecond (effective) magnetic field pulse in the presence of Dzyaloshinskii-Moriya interaction. For small samples the applied magnetic field pulse could be either spatially uniform or nonuniform while for large samples a nonuniform and localized field is more effective. We examine the phase diagram of pulse width and amplitude for the nucleation. Our finding could ultimately be used to design future skyrmion-based devices.