The blanket is two pieces of fleece (scraps from clothing I've made her which you may recognize if you've followed this blog for a while) tied together. Just cut out each corner, cut the edges into strips, and tie. Don't pull too hard while tying, since fleece stretches out and stops looking nice under stress.
I traced around the lid and added a seam allowance to make the mattress. The mattress is stuffed with two layers of quilt batting. I top-stitched around the edges, mainly to avoid hand-sewing where I had added the quilt batting. The pillow is made out of the same fabric (a remnant a friend gave me that they had left over from making a baby blanket), also top-stitched around the edges for the same reason as the mattress.