A beginner-level knit pattern consists of two long tube shapes intertwined into a square knot. The free pattern includes a schematic for putting them together. Then, using a tapestry needle, you will secure the ends of each tube to the back side.
The yarn of choice is Bernat Plush Yarn. This is called the Knit Friendship Pillow.
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Tutorial
Here's a crochet pillow that may interest you as well.
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