What should I do for my puppet show (clothes/play/music)? Please help?

That's a pretty song. I would close my eyes and picture your own story to go along with the song. How does the song make you feel? What kind of story can you attach to that feeling? What character would be appropriate to the story? What would that character wear? You might also like Blonde Redhead if you want more songs. Good luck. I think it will be a lovely show. :)