JMoody,
In the Fly Archives, Al Campbell listed "Fluorescent green wool yarn" in the body material. I've tied, fished and caught fish on dozens of these flies, and from my experience, any type or color of yarn will work. I've used wool yarn, cheap craft store yarn, egg fly yarn and various chenilles and they're all good.
The "Crappie Candy" fly will always have a place in my fly boxes. It is an exceptionally effective fly. I've caught bluegills, smallmouth bass, perch (open water and through the ice), oh yea, and of course crappie .
Hope this helps,
Tom.