I am making a throwing dagger but need some suggestions on how to make the handle.

Seek the advice of a qualified cutler.

Wood with weight at the end?

For throwing I’d recommend just wrapping with leather or parachute cord. You don’t need a handful of grip and you want to keep the weight to the tip of the weapon not the handle.

The throwing daggers/knives I have played with have had simple wooden handles with more weight at the end, and a full tang.
You could cover the wood with leather or wrap with wire or cord but smooth wood throws nicely.

Or no "handle" at all per se. I have throwing spikes that I practice with and some knives that are all metal - no other material attached to call a handle, just the shape of the metal at that end.

Is this for practice on targets or people? If you plan on throwing stuff at people, use a high-density wood like hickory for the blade and either wrap it in cotton or use a lower-density wood like pine.

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Guys - we don't use people as targets around here. Nor do we suggest them as targets in our posts.

This is your first warning.....

First, it depends on your throwing style, there is the front weighted, the back weighted and the no spin styles. Ideally, if you don't know, or if you use different styles, you want the blade balanced where the hilt meets the blade, or on the crossguard if it has one. To make one depends on the style, wood suffices, but if you miss alot, I suggest using oak or other hardwood, pine works for cheap and is easily replaced which is good because it easily dents. You can wrap in string/rope and then seal it with epoxy or just paint if you have it. I prefer no handles, but sometimes I use them to change the weight of my bo shuriken.