To make this simple doll, you'll need some corn husks -- and clearly, in January or February, you probably won't be able to find a lot of those growing outside. Check your grocery store's produce section to get husks. If you're using dried-out husks, soak them for a couple of hours to soften them up (fresh husks need no special preparation). You'll also need some yarn or ribbon, and a few cotton balls.
Take a strip of the husk, and fold it in half. Place two or three cotton balls in the middle, and then twist the husk, tying it with string to make a head (See Figure 1). Leave a bit of husk in the front and back, below the head, to create a torso.