Found this today on the internet. Use a drill to spin the fine silk of the milkweed plant into a yarn that you can use.
The green textured pods that every milkweed plant produces contain thousands of seeds, each attached to a silky thread. In late autumn as the plant is beginning to desiccate, these pods split open and release the seeds, each attached to a fluffy parachute. The water-repellent silk has had numerous uses since pioneer times as filler material for bed mattresses and pillows. A type of thread was made that included the fluffy milkweed silk and this thread was often used to produce soft inner-wear like socks.