I'm into the idea of making my room more lolita, too. :) I want to repaint some of my furniture (maybe white or pink, depending on the piece of furniture) and potentially paint a rose design on it. There's also a brown wooden doll cradle that I've had for years that'd just been sitting downstairs for a while. I attempted to have it sold at a tag sale we had recently, but I've decided to keep it, repaint it also, and add it to my room.
*Something that could be done to make a room more lolita is dressing up your walls with wall borders (try checking out Home Depot's website
-- look up wall borders, which can be found under the wallpaper category) or wall decals (I think the chandelier wall decal by blik
might have been in an issue of Shojo Beat).
*Try going to antique stores and/or second-hand stores and see what you can find there. :)
*See if there's anything you already have that can be modified in some way. Maybe add lace and ribbons to a mirror or a lamp that you already own, for example.
*Do you have any old toys from when you were little that you ended up not liking anymore? If you still have them, try looking through them again to see if you changed your mind about any of them. :D