This is going to be a several post how-to-do thread so if you have any questions feel free to start a comment thread.
For a bed roll or the rope bed in yer soddy, wool blankets such as Whitneys or Hudson Bay type are fine, but a good heavy quilt has far more style points.
This may take a while and I'll see about adding some pictures from time to time so bear with me.
These can be hand sewn or machine, both are correct. Most often we see the beutiful hand made show quilts that were put on the bed when company was around and were also given as wedding presents. These are the ones the Ladies Societies were so fond of making. Well this ain't no Ladies Quilting Club thread, although I was asked a couple of weeks ago to join one, sadly the meetings are in Bellvue and at a time I can't make it.

My favorite types are the ones called "Crazy Quilts" and are the easiest to make for a begainer, like fine wood they almost have a "grain" to them and no two are alike, they also are more durable with used material and are warmer.
I'll give you a day or two to gather the materials for the first lesson and give you a list. I like to piece both sides, it is more correct for everyday use, (these were made out of scraps, piecing both sides saves money and makes a heavier quilt)
One should decide how large also, sizes I have made not to include baby quilts are. 6X6.5, 5X7, 6X7 and my beloved 8X7's. (My heavies will weigh almost 20 pounds and are a joy in cold weather and good pading when folded in half in warm.)
One can use cottons calicos, flannels (back off Annie

) and wools. The cotton calicos I use new scraps, check for $1-2 dollar a yard material on sale. i sew quite a bit and so does my wife, she also gathers scraps from friends who sew. The flannels and wools are both scraps and Thrift store clothing. I hit sales for this and stock up. One makes these up as squares and one can build them as you obtain material and put it together when there is time.
Material List for Lesson #1
Light cotton cloth enough to make 12" squares the size desired for top and bottom, any color, this is a good way to use old sheets and desigh does not matter because these will not be seen when finished.
A good sharp pair of sissiors
Pins, regular are fine and perfered if doing demos, but the larger modern quilting ones are great when not wanting to look truly period.
Material for top and bottom, your choice.
A 2X3 or so lap board will allow you to watch TV and work from the easy chair in the first phase.
Start gathering and we'll go from there, I have 5 under construction right now some just in the scroughing phase. The one I'll finish this weekend the 6X6.5 is a cheapy, lighter than most I make, intended for a top one for warmer nights, most of the stuff was odds and ends given to me, my cost will be right at $5, with scraps from that material for more quilts.
(I made a midenite run to Wal-Mart and hit the $2 a yard bolts.)
One can also buy enough cloth to make one with just squares, this will be lighter, but very quick to make if 12" squares are used, I can make one of these almost on a dull Saterday. Choose 2 colors and tear along the grain into 13" squares to finish at 12" squares. (seam allowance)
To quicken this type, just piece the top and buy a cheap cotton sheet a little larger than the finished size.
If a real heavy quilt is desired, get yer surplus catalog and order 1 or more of the partly wool Goverment Surplus emergency blankets for batting or gather up all those worn out wool blackets from yer Buckskinng days. Remember this is economy class.
If buying used clothing take it apart before the first lesson.