I used Knit Picks CotLin (70%cotton/30%linen) which I had purchased for a knit doll a couple of years ago. I didn't like the way it slid off my knitting needles, but it was just fine to crochet with.
Valentina has an internal armature much like the floss-wrapped dolls of Salley Mavor. I used 6mm pipe cleaner, and loosely wrapped them with fingering weight yarn. The larger body cavity and head are stuffed with wool batting. This worked great, as I wrapped the legs with black yarn, and the arms with white...no stuffing showing through the stitches :-)