According to NOVICA the origins of the worry doll are unknown, but the Guatemalan people have passed the tradition of making them through generations. They present a worry doll (made of fabric scraps and sticks) to anyone who is worried or having nightmares. The worry doll is placed beneath their pillow or held in their hand. The person whispers their troubles to the doll to transfer them and for the troubles to be taken away.
The Spring/Summer 2015 edition of Prims has an article (and doll body pattern) by Trudy Honeycutt on the making of her own version of the worry doll (pages 52 - 54). She gives a little history about her first doll and how she created it, her tools and materials, and the techniques she uses to create her primitive doll.
This is the doll I created by following Trudy's directions. I didn't darken and bake the doll or her clothes as she suggested in the article. I did darken my muslin with coffee, vanilla, and a little acrylic paint. The quotation I used on the tag is by Esther Hicks.