Hi there! I made a few of these for birthday presents for my niece, and I love how they turned out, so I thought I would share a tutorial with you all in case you would like to make your own for your own sweet baby.
To start, you will need some stretchy fabric. I prefer for it to be a double stretch (stretchy in both directions) for the best results and comfort. But, you could probably get away with one direction, too. The one pictured above if for a 12-18 mo old girl. I cut my fabric about 24.5" lengthwise and 5" for the width. Fold over, with the right-sides in, hotdog style and do angled cuts at the end. Pin along the length of it to prepare for sewing.
Using a stretch stitch on your sewing machine, sew along the entire edge, including the ends, making sure to leave a gap somewhere along the length for turning. (Its not so important to do the stretch stitch on the ends, as it is for the length, since that is where you are going to want some give. I messed up my first one by not using a stretch stitch, so don't make my mistake!)
Turn it right-side out and sew your gap closed (either hand sew or be lazy and top stitch it closed like I did, since it was in the back I wasn't too concerned). Then, knot your ends together and BAM you are done! I didn't secure the knot at all, because I didn't think it needed it. You could throw in a couple stitches to secure it, if you like.
Thanks for looking! ^_^