Places like Walmart and Target sell slipper socks along those lines only without the separate toes. Buy a couple of pairs that are a little large, then layer them over your normal socks. You might have to look for them in the women's section though.

The non-slip stuff on the soles is some sort of puffy fabric paint. You can get it at Jo-ann Fabrics, Michaels, AC Moore, etc. Take a pair of nice thick warm socks and paint a tread pattern on the soles (preferably with the sock stretched out a bit) and let it dry and there you have it.