In the colonial days, and perhaps before that, people work hats to bed to hold in the extra body heat at night ... so here is a link as to how to make a simple Mob Hat from The American Girls.
You will need
a 20" piece of white cloth
18" of 1" wide ribbon
some scissors, needle, and thread - of course
that should get you started. Just think of the different patterns you can use -- experiment and see which materials work best for you.
P.S. - it will save your pillowcases as well as it will keep the caustic oils from your head from penitrating thru the threads ... and making you have to wash them so often.