Try buttoning up and three step zigzag first. If felting, put jeans or towel in when washing on high heat. Blanket stitch edges.
Sew the rectangles together in rows. Sew with right sides up, slightly overlapping the first rectangle with the second. Cover the overlapped area with seam stabilizer and sew close the edge of the top rectangle. Remove the stabilizer. Continue adding rectangles in this manner to complete each row.