I used terry cloth on one side and flannel on the back with a piece of 80/20 quilt batt inside. I did kind of a violin or peanut body shape with the inside curve to go at your neck. I layered right side together, sewed almost all the way around, clipped my curves and then turned right side out. I hand stitched the opening closed and stitched around the outside about 1/4 inch in from the edge. I did another stitching line in a peanut shape closer to the middle to keep the burp cloth looking nice after washing.
The shape really isn't that important but the flannel helps the burp cloth to cling to the shoulder so it doesn't slip.