I used a fleece blanket I found on the street. An airline blanket would work fine, or any fleece garment that doesn't fit you.
There are a few tricks to this project:
Make a paper pattern so you can refer to the pattern and evolve your next pairs of socks to perfection.
Fleece stretches more in one direction than the other. Put the stretchy direction around your foot.
Stretch the cloth while doing zigzag sewing - then the seams will stretch with the cloth later.
Sew the zigzag seam so the needle overshoots the edge. That binds the edge.
If your thread tension is low you can pull the seam around so it looks whipstitched butt-to-butt and lies flat.
Step 1: Stretch Test
This particular blanket stretches most in the direction of the stripes.
So I'll make my socks with the stripes around the legs.