You probably have something in your house right now with potential to become a pressing cloth. A section of an old white cotton bed sheet works fine. The older the better. Just cut it to size and, voila! It's a brand new pressing cloth.
A good pressing cloth is a necessity. It keeps your iron from contact with your fabric to avoid scorching, shiny spots and little stains. It also protects your iron when you use any type iron-on or fusible interfacing.
I like my bed sheet cloths because I can see through the old fabric well enough to tell what's going on under it. From one sheet, I made several cloths: a small cloth about 10-inches x 14-inches, and a large cloth about 12-inches x 30-inches. They come in handy at different times. Some people like to overcast the edges of their pressing cloths, but I leave them as is to prevent unintentionally ironing in a stitch pattern.
You can also use a clean white cotton tea towel, napkin, or fine linen handkerchief; some people swear by a plain cotton diaper. If you make your own, don't use color-dyed or patterned fabric. You can also buy press cloths at most fabric stores. However you do it, be sure to wash your cloth first to remove any sizing.
Using a Pressing Cloth
A pressing cloth is not necessary for every fabric. Test a scrap of your fabric with your iron; if you get a sheen or a discoloration, you'll want to use your pressing cloth.
You can either lightly dampen your pressing cloth, or use it dry. When using a damp cloth, it's better not to use the steam setting your your iron. It's always a good idea to test your fabric before going too far to be sure the heat setting on your iron is set appropriately.
Press through the cloth onto the wrong side of your fabric. Avoid the right side (pretty side) as much as possible. Press your seams as you sew.