If you've been living under a rock, you probably haven't seen the resurgence in the needle arts world. Major retailers are getting in on this trend by offering mass-produced embroidered pillows, yet nothing can compare to making it yourself.
You can find vintage kits on eBay or Etsy - search tools would be Paragon, Vintage Crewel, Vintage Embroidery Kit.
If you are confused on how to do the actual stitches, check out:
Stretcher frames to hold your work taut are available at Blick Art - you will need a staple gun to secure it in place.
If you want to turn your work into a pillow, custom inserts are available through pillowsxpress.com. Order your pillows 2" wider than the size of your finished piece so the pillow has puff to it.