Any tips on what sheet material I should choose to easily make this "bend"?
It will be vulnerable to kicks and such - so I can't use something like plasterboard.
It will be covered with fabric later, so the "finish" is not very important.
It looks like a fairly gentle bend. Plywood about 12 mm thick or so should work and be strong if the finish isn't important. Solid wood should be even stronger. It might be irrelevant, but you won't get a circular arc, but rather a parabola if you only have three support points as in the drawing.