they are called sewing machine organizers or caddies. there are several simplicity or mccalls patterns have that have patterns for sewing machine organizers. some examples are simplicty 3776 or 2679. buy the patterns when they go on sale for $.99 for a better valuable. if you are really creative, you can design your own, it is basically a quilted mat with pockets.
try this tipnut link. tipnut.com carries lots of free patterns for just about everything you want to make. there are patterns for machine covers & thread catchers. good luck.
http://tipnut.com/sewing-caddy-patterns/