First time Sleepover For my daughters second grade sleepover we sent out invitations that looked like pillow cases. When you pulled on the pillow it "came out" of the pocket case with the specific info about the party.  I asked that each child bring a favorite doll or animal (to help comfort the first timers). We hooked a trailer up to an ATV with bails of hay to sit on (we borrowed the hay from a neighbor) and did a miniature hay ride around the yard...the kids all knew the same songs from school.  For party favors I found a deal on cheap flashlights (another comfort to the first timers). We of course played flashlight tag (great game to tier them out for bed time) and games from the American Girl Sleepover book. The biggest hit was the white pillow cases (well worth the expense of $1.50 each). I pre-ironed on transfers for the kids to color with permanent fabric markers onto the cases (place cardboard between) I happened to find transfers with the precious moment kids with words about friends on one side and used another precious moment transfer with each girls birthday month on the otherside everyone's is a little different...all the parents tell me that their daughters STILL display it on their beds and they have a 2nd grade keepsake to keep forever!