Summarize:

The go-to material is the thick, brown paper called Kraft paper. This is what paper bags like the kind you might get at the supermarket is made from. Kraft paper is available on rolls anywhere shipping supplies are sold, and it is a little easier to work with. However, obviously that paper is not free. Make sure your bag is large enough to cover both sides of your book before beginning. Start by cutting out the bottom of the bag along its folds and removing any handles if your bag has them. Make a single vertical cut along one of the bag's corners. Your bag should now look like a single, rectangular sheet of paper.
Obtain Kraft paper. Cut the bag into a single sheet.