Well, you could use Tule fabric (the stuff they use to make wedding vails from and it is usually very inexpensive at most craft and fabric stores). You can choose from many colors and you would probably need 1-2 entire rolls of the tule (depending on the size of your puff ball). You can cut the tule and bunch it up and sew it together to form a puff ball. I think the tule would work the best for this type of costume. (What a cute idea!!!)