Nate the Great and the Pillowcase by Marjorie Weinman Sharmat and Rosalind Weinman illustrated by Marc Simont*

My first grader read this book to himself.
In the middle of the night Rosamond calls Nate to ask him to find her missing pillowcase.  This dedicated sleuth tramps around in the dark, cold night to help his friend.
-Borrowed from the library.
*Highly recommend by my first grader.
Perfect transitional series.
Guided Reading Level: K (end of 1st grade/beginning of 2nd grade)