When we build forts around here, they never stay up long. The blankets we use are too heavy and cause things to cave in. The standard wood clothes pins are no match for the access point to the fort and things get toppled over pretty quickly.
This year the big sister will receive a fort building kit for Christmas (or her birthday a few weeks later). I was recently at a friends house and was totally inspired by her use of creative objects for children, especially a drawer of large fabric squares. They make great capes, gowns, doll slings, and fortress walls. I have dubbed mine a "kit" because I am including some medium plastic pinchy clip things. I might eventually invest in a couple of heavy duty wood clips and possibly a sheet for the larger scale forts, but that is still bigger than my big girl can manage.
To make this, I just dug around in my sewing room. I have an advantage here, with more fabric than I will ever need just taking up space here and there, but a trip to the fabric store would be also quite fun and full of discovery. I went for things in line with the idea of play silks, which we have a few of. They are great for kids because the are light weight and so tactile and smooth. I didn't use all natural fibers, I just used what I had, but here is at least one piece of silk in my heap.
To finish the edges (not even necessary by the way), I serged the cut edges with a narrow rolled hem edge. It would also work to use pinking sheers and a straight stitch just inside the pinked edge, or pinking sheers alone, or nothing. Mostly the ideas is the pretty fabric and the clips and inspiring open-ended play.