Welcome to TeX.SE! EDIT: Adjusted the tension parameter to get a smoother output.
\documentclass[tikz,border=3.14mm]{standalone}
\begin{document}
\begin{tikzpicture}
\draw[double distance=6pt,fill=blue] plot[smooth cycle,tension=0.7] coordinates {(0,0) (0.3,0.6) (1,0.8) (1.4,0.2)
(1.2,-0.3) (0.4,-0.4)};
\draw[latex-] (3pt,0) -- ++(-1,-0.2) node[left]{$\mathcal{A}$};
\draw[latex-] (1.4cm+3pt,0.2) -- ++(1,-0.2)
node[right]{$\Gamma_\ell(\mathcal{A})$};
\end{tikzpicture}
\end{document}

This animation shows a bit what tension does.
\documentclass[tikz,border=3.14mm]{standalone}
\begin{document}
\foreach \X in {0.5,0.6,...,1.5}
{\begin{tikzpicture}
\draw[double distance=6pt,fill=blue] plot[smooth cycle,tension=\X] coordinates {(0,0) (0.3,0.6) (1,0.8) (1.4,0.2)
(1.2,-0.3) (0.4,-0.4)};
\draw[latex-] (3pt,0) -- ++(-1,-0.2) node[left]{$\mathcal{A}$};
\draw[latex-] (1.4cm+3pt,0.2) -- ++(1,-0.2)
node[right]{$\Gamma_\ell(\mathcal{A})$};
\end{tikzpicture}}
\end{document}

Of course, you can also adjust the coordinates.