Well if you must be a specific costume then you waited kinda late to act on it. Usually costumes made at the last minute are anything that will work with whatever you have on hand.
One year it was the night before Halloween and I had no costume for the next day. I found a few old bedsheets I could sacrifice and proceeded to tear them in long strips and tie the ends together. Then wrapped myself up from head to toe. Make-shift mummy.
It actually looked very good as far as costumes go. Realistic looking at least. However after a few hours I realized that I should have worn more than underwear underneath all the wrapping. The bandages kept becoming loose with normal movement and exposing various body parts. Spent a lot of time in the bathroom refreshing my bandages.
TIP: If anyone should attempt to make a mummy costume like I described, and if you're bold enough to wear nothing but underwear under the bandages....then I'd suggest you make it white underwear.....not red.
(speaking from experience)