A standard piece of wood (one that can be found at just about any wood store), is cut with two straight cuts. After being cut, the wood will fit perfectly through three holes: circle, square, and triangle. What piece of wood was used, and how was it cut?
A dowel. Standing the dowel on end, it would be cut from the bottom (opposite) side edges, up at an angle. From the cutting view, this would make a triangle. Turn the wood to face the cut side, you have a square (as long as the angle is correct), and from the bottom, it's a circle.