You are wanting to make a toga. Which is what the Greek gods are shown wearing. So to tied a bed sheet around yourself to look like a Greek god, think toga. Simply take the sheet, wrap the long side around your body and secure at your shoulder. You can layer your sheets for a more conservative look. Start by using two twin sheets and secure the top edges at your shoulders and then again a bit lower on your arms. Secure the sides as well. Then wrap another sheet around you toga style. You can take a belt or sash and use it to create a blouson effect of the two garments or just the under garment.