Greetings, Lady Asa,
I'm not sure what sources of wood you have in Pierre, but as others have said, pine will work, but you'll have more success if you can find "select" or what Menard's calls "quality wood" rather than No. 2 - the basic stuff used for framing. Oak or Ash would be better and stronger, but heavier and much more expensive.
You have a pretty good set of plans at the site you referenced. Note two things: 1)the headboard and footboard are wider than you'll typically be able to buy - a 1x12 is about the widest standard board at most lumber yards. You'll have to glue two boards side-by-side to make those panels. 2) Your plans show boards that have been cut down from larger boards. The "headposts" are shown to be 9-1/2". A standard 1x10 has been milled and planed until it is actually only 3/4" thick by 9-1/4" wide. Likewise, the side boards are shown to be 7-7/8" wide, but a 1x8 is only 7-1/4" wide. You'll either have to buy oversized boards and cut them down (which will add to your cost) or change the plans a bit to use what's available.
If you want to talk about tools and methods to accomplish this work, you can contact me off-list. I would be happy to share what I can.
Bayard (mka Ron Williams)
Shire of Korsvag (Fargo, ND)
Kingdom of Northshield
--- In firstname.lastname@example.org, Asa Ormrsdottirbrun-Kayla Lowe <jazzhello@...> wrote:
>-- text removed for brevity --<
>The bed I want to make (and I'm under no illusion that the first
> attempt will look like this) is this link
> (http://www.ravensgard.org/prdunham/Gbed.html). But I am completely unsure of
> what kind of wood to make it out of.