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We present a numerical treatment of a spin-orbital polaron model for Na_xCoO_2 at small hole concentration (0.7 < x < 1). We demonstrate how the polarons account for the peculiar magnetic properties of this layered compound: They explain the large susceptibility; their internal degrees of freedom lead both to a negative Curie-Weiss temperature and yet to a ferromagnetic intra-layer interaction, thereby resolving a puzzling contradiction between these observations. We make specific predictions on the momentum and energy location of excitations resulting from the internal degrees of freedom of the polaron, and discuss their impact on spin-wave damping.

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