"The structure of a fabric or its weave - that is, the fastening of its elements of threads to each other - is as much a determining factor in its function as is the choice of the raw material." This great quote is from the book On Weaving by Anni Albers.
Yarn is the weavers raw material! You can cut up a pair of blue jeans and bring it to the loom and it is now thought of as 'yarn'. You can grow your own cotton, spin it and it becomes yarn. Shear the sheep and make a roving and weave with that, it becomes your yarn. Spin gold into thread. Place nettles in the tapestry. Sweet grass not only looks exciting woven into a mat, it smells good too.
Yarn is made out of most things under the sun. And some yarns are even made in a lab.
Look around for your yarn. Look around your pasture. Look on the street corner. Look when you are at the creek. Look when you take a walk. Look for a vendor. (my favorite way!)
If it can go through a shed, it just might be yarn.