Cobwebs

Spiders o:

cobwebs are things which you need to make silk which you can make with a Loom. You need silk to make a bed, which you can use as your new spawn point.

Cobwebs can be found underground or in any cave like area. So if you happen to see any make sure to collect it, either by swinning a broad sword, shooting with an arrow, or jumping into it, anything.