Calf skin, as mentioned in the comments above, was the most common. Any rawhide will work. The fine vellum skins easily tear when wet and are not conducive to being tacked on. For gourd banjos, laced or tacked on, vellum is not a good choice. Vellum requires a modern tension hoop system.
I have made over 200 gourd and wood shell tack head banjos and I personally prefer natural deer skin. It it strong enough to be tacked on, yet thin enough to provide a bright sound.
"Catgut" strings are a misnomer. Gut strings have been made primarily from sheep intestines for centuries. It was a highly specialized skill practiced by guilds dating to the middle ages. Because of the popularity of the violin and other similar instruments, gut strings have been readily available wherever fiddles were found. Even fur trade posts on the Missouri carried gut strings in their inventories. The best quality gut strings were and still are from Italy. The early banjos were all strung with violin gut strings.