Of course, I'll try to help you.
Take Ellipse Tool (L) and create an ellipse
Rotate the ellipse with Selection Tool (V).
Copy and Paste in Front this ellipse (Cmd + C; Cmd + F). Now move it up.
Reduce the top ellipse.
Now go to Object> Blend> Blend Options and set Steps of the Blend effect.
Select two ellipses and go to Object> Blend> Make.
You can edit the result.
Create a copy of the objects.
Press Cmd+ D the desired number of times.
Now go to Object> Expand.