I had to order the main skein of yarn that I need online. My imaginary Internet friend Naomi suggested I could just use any yarn that had the correct gauge, but this particular cotton yarn is wrapped, which is supposed to keep the yarn from stretching as much. I imagine that would be a good thing for a bag.
Oh, and I'm not going to provide a link for Judy's Magic Cast On, as there are many videos and articles describing how you can do this. Just do a search and take your pick as to what works best for you.