Organic cotton or sterile cotton. You can either pick up a bag of cotton balls (make sure they are organic and not treated with things like bleach, it will say this on the package) or you can pick up sterile cotton which is often sold in rolls and is most often used in medical applications. Make sure whatever you buy is 100% cotton as well. Most often on the cotton bag it will literally say "100% organic cotton" that's what you want.
Once you have your
coils wicked take care not to fire your device before you get the wicks nice and wet. Cotton will burn if there's no liquid to absorb the heat. When cotton is dry it is a little resistant to absorbing the liquid, just put some on and wait for it to seep in. When all of the cotton is wet (make sure you get some on the cotton inside your coil), you're ready to go.
Oh and some times, you will get a cotton-ish taste, that will go away quickly. Boiling your cotton beforehand usually reduces the chances of this happening. With sterile cotton you will not get the cotton-ish taste at all because it's already clean.