I decided to go the easy route and just keep the same theme. Grandma got involved with the decorating and had the idea to cover a lampshade with a little tutu that we found at Ross or TJ Maxx (or some other store like that). We bought a size 4 or 5 (make sure it will cover your lamp shade) and removed the tags. Then we used a glue gun to attach the waistband of the tutu to the top of the lamp. It worked great and my daughter loves her foofy lamp!
I see these tutus everywhere and there are all sorts of different colors/patterns…animal print, solid colors, polka dots, etc. Choose whatever tutu you like and use it as decorating inspiration! They are usually fairly inexpensive — probably under $10. I used an old lamp that I already had so it was a project under $10! Nice.