whirl it lampshade

i'm dying to try this diy whirl it lampshade! it's made from yarn and glue and it looks fabulous. i would love to see the rest of her house over on "pickles" because from what I can see in this pic, i wanna move right in. i have a soft spot for old wood tables and bright fun pillows.

what yarn would you make this from? i'm thinking i would love a soft, pale blue grey.