Wow, what a pile of wrong guesses you all submitted! Annie was on the right track--my dad was a banker, a loan officer in West Texas, where the world's largest harvests of cotton occur. So he might have had a customer who raised cotton. And, in fact, he did have a customer who gave him this miniature bale of cotton.

It's about the size of a medium fist and about as hard. The cotton is packed in very tightly. Of course, nowadays the cotton is transported to the gins in huge modules and the finished bales are wrapped in plastic before being shipped off to China where they can make tee shirts to sell to the US.
Did I ever tell you about the time we were at my grandparents' house and decided to go play in the cotton fields across the street? I guess I was around eight or nine. My brother, younger by three years, and I ran off after Sunday lunch to look for bugs and loose cotton in the harvested field. It didn't take very long before we discovered a long heap of gravel at the end of the field. The highway department had left a deposit and, being as we lived in Big Flat City at the time, this gravel heap represented a veritable mountain. We could climb up to the top and spy on cars whizzing by. We rolled down the sides, until landing in stickers. That ended the rolling party. Then we played chase; I tagged my brother and took off running along the ridge of our hill. My brother started shouting and as I looked back to say "What?" the surface disappeared under my feet. I had run right off the abrupt end of the hill.
Mercifully, I landed in loose gravel (better than sun-baked West Texas sod). Got a considerable gash on my knee. The worst part, though, was lying to my parents about how it happened. My brother and I agreed on a story that, while playing tag
in the cotton field, I had tripped over an irrigation pipe. Seemed like that was a better tale since it did not involve having to explain what we were doing so close to the highway. I think it was the end of the week before I finally confessed my crime. Makes me wonder how many times my sons have lied to me.