Here's a mini-tutorial on needle felting a fat little cloud.
Apologies for the photo quality, I took these progress snaps on my ipad.
Using either filler-wool of your choice, or (as I'm using) dacron stuffing, felt a rough cloud shape, as above. Don't felt it too firmly, it should still be fairly squishy, as we're not done with it yet.
I'm using a #32 standard (coarse) needle and a #36 star needle. Coarse needles are best for beginning felting, as they produce rough shapes from roving very quickly.
Cover your cloud shape roughly with roving in the colour of your choice (I'm using a natural creamy white). I used the #32 and #36 star needles again. If you are using the same colour right through, you can skip this step, it's just to cover up the dacron core.
Start defining your cloud. Felt firmly at the edges to indent and form round areas, and add small felted balls to the sides so that it becomes more 3D in shape. Add extra wool where needed so that your cloud begins to look as though it is constructed of spheres stuck together. You want to see nice smooth round surfaces from every angle.
Clean up your surfaces so that all of the felting is smooth and firm. By this time my cloud requires a lot of pressure before it can be squeezed out of shape.
I use a #40 (fine) needle and a #38 spiral needle for this last stage. The give you nice smooth surfaces, but felting takes longer using them.
And here is the result. Nice fat clouds, ready to be strung up!