Anyway, I had a whole matching bedroom set, but it was too big and I wanted something different as well as something that would give me more room. I wanted a different style for my room.
I used the cheapest plywood they had at Home Depot (like $14 for a huge piece), which they cut for me. For a full sized bed, I used about 63" by 55".. Iyour's can be any height you want, but make sure you make it stick out a little on the sides as well. Just measure the width of your bed, and how heigh you want it to go. Mine sticks out about 2 inches on each side, it looks much better that way then to be the exact width of the bed.
This is the time you also need to decide whether you will be screwing the headboard to the wall; screwing it to the bed frame; or just letting it sit there right between the wall and the bed as I did-of course the easiest choice.
Instead of plywood, you can use an old door, canvas, the headboard you may already have, create a rectangle with peices of 2x4 etc, or whatever else you can come up with!
You can also cut the plywood to make it any shape or design you want-I just went with the regular, easiest style and I do like the simplicity of it.
Other supplies I purchased for the headboard I created, but yours may vary:
*Foam (on sale at Fred Meyers, $12 or so, laaarge peice)
*Batting (off the roll from Fabric Depot) =about $6
*Spray adhesive to use between plywood, foam, and batting (bought at FabricDepot) $9
*Microfiber Material ($24?)