Thanks for the comments ladies, but, um, foundation??
Like I said I know nothing about quilting and when I started this the other day I just started sewing pieces together and planned to embroider those directly to my backing.
Can I do that?
Warning! Crazy Quilting is Addictive!
The foundation backing helps keep the quilt top flat and "square" (not pulled to one side or one corner). When the crazy patches are sewn together they are often at angles. Fabric cut at angles (called bias) stretches.
Using a very lightweight cotton or linen for the foundation helps prevent "finger fatigue" when embroidering. Although tempting to use, old sheets are too tight a weave for this purpose. It is hard to embroider through them.
There are a number of tutorials in response to googling "crazy quilt foundation piecing" that will help understand the process. This one is good: http://www.needlework-tips-and-techniques.com/crazy-quilt-block.html
If a quilt seems too overwhelming - another option would be to make a bed runner. They are about 25" wide by the width of a quilt and lay across the foot of the bed. The narrower width makes them easy to embroider and embellish (and actually complete!) Perfect for a first project!
Good Luck with your project! Please post pictures!