Inkle looms are a little picky about what makes good warp. Whatever you use it has to be smooth.
Good warp:
I often use something called “rug warp”. That’s pictured on the left. I can get it at the Weavers Guild of MN, which is located in the Textile Center. Super convenient. It is strong, ultra smooth and comes in all kinds of colors. About $4.50 for a spool.
I have also used perle cotton 3/2 weight. Again carried at the Weavers Guild. You can get it at craft stores and use the little skeins. Have done that in a pinch, but it is more expensive that way. Perle cotton has beautiful shine.
Embroidery Floss. Works great. The little skeins don’t go very far, but everyone seems to have them lying around.
Bamboo/Tencel yarn. I made a couple of scarves on the inkle with blends of bamboo and tencel. Nice drape, really pretty result.
Bad warp:
Anything with fuzz. I have tried sock yarn. It works ok, but due to the way you move the threads as you weave, any little fuzzy bits that stick out get tangled together and you do a lot of picking fuzz out of your weaving and prying things apart. Some experimenting with sock yarns might get you the perfect thing. Merino yarn is a disaster. I tried a single ply lace weight and it just plain didn’t work. Wrong kind of yarn for this kind of loom.
Probably good:
I haven’t tried but I imagine that cotton yarns would work great, smooth nylon ribbon yarns too.