What better activity for colder winter months than building the ultimate indoor fort. I love the idea of creating a kit to keep in a closet to be able to pull out at a minute's notice, transforming a room instantly to become a spot of open play, architectural creation, and to let imaginations run wild.
There are several tutorials online for creating your own kit, usually to the tune of under $15. I love this one by Emily of Salt Water Kids - what started as a simple kit for her daughter, metamorphosed into a more complex kit that she has now gifted many times over to family and friends.
Check out some of the kits she has made on Salt Water Kids and see how customizable the idea is.
MORE FORTS ON APARTMENT THERAPY
Fort Building with Straws
How to Build an Indoor Fort
Nature vs. Nurture: A Critique of Couch Cushion Architecture
(Images: Saltwater Kids)
10 No-Fail Decor Tricks & Tips for Small Spaces
Beth's Romantic & Retro Residence
Good Food to Share 
The Big Book of Small, Cool Spaces 
Apartment Therapy Presents 
The Eight-Step Home Cure 
Shaw's Original Fir...
How to Cook Rice on the Stove
How To Cook Tender, Chewy Wheat Berries on the Stovetop
i made one for my daughter's birthday and it was a huge hit. i found a pretty cotton shower curtain with a vintage-y floral pattern. the reason the shower curtain instead of a sheet because one edge of it already had the slits cut that were perfect for hanging on suction cup hooks on the windows! in total, the kit i made came with: the pretty cotton shower curtain, four wooden waldorf clips that i found on etsy, four suction cup hooks, and a flashlight all in a little pretty basket. here's a photo of it in action :) http://instagram.com/p/O7iKrJv0DF/
Funny you mention this about the shower curtain... In my daughter's room, we hung some inexpensive temporary hooks on her long bookshelf (these decorating clips from "Command 3M": http://www.bing.com/images/search?q=%22decorating+clips%22++%22command%22+3M&qs=n&form=QBIR&pq=%22decorating+clips%22+%22command%22+3m&sc=0-14&sp=-1&sk=#view=detail&id=18E8189DF36E9BE103E6C7869B2551E0FE21D0AE&selectedIndex=0) . We use the grommet holes in the shower curtain to attach the shower curtain to it and then secure the other end away from the wall with heavy objects like a couple of chair legs. She loves this. LOVES this. Putting the fort together is just as much fun as the play that ensues. Cleanup takes 2 minutes or less. :)