First get A rectangular loom (I would use the RED rectangular loom from BOYE) and get a ball of yarn ,if yarn is super thin use three pieces at once, If regular yarn you two, I fit is the more expensive kind that is thick and soft you can use one. After supplies have been gathered, Tie a slip knot on the side peg and loop yarn around pegs in the pattern of back-front then the next back-front and so on. When you get to the last peg on that side loop around and go across to the next, then go down the loop around last peg on that side and loop across like already down create two layers of yarn on a peg. Take bottom layer of yarn and loop over.Thus,after twenty or more rounds of pegs wrapped, creating a pillow case. When you have had the amount of layers you want, sew the ends ,but don't sew ends together. After that take pillow of loom and stuff with cotton balls. Now so ends together and enjoy the soft pillow you hand-made.