Yarn used: Aran weight yarn, or several strands used together of a thinner yarn.

An old duvet or quilt wadding will do for the padding. You could use toy stuffing.

This is a good project to use even small amounts of yarn. Just use several strandstogether, adding a new yarn when one finishes. Roughly thicker Double Knitting or Aran weight would be OK.
It needs to be a bit smaller than the size on a ball band so that it works up tighter.