Making your tail is not as difficult or time-consuming as making your wig.
You will need: yarn in the colors of your tail, scissors, needle, thread, toothbrush or brush with bristles, nylon cord or two legs from a pair of nylons
If you are using a nylon cord, just make sure it is long enough to suit you. There will be a little more preparation for using the nylon legs. You will need them both to make it long enough. Cut the foot end off of one of the legs. Put it a few inches into the other nylon leg and sew it in. If you sew it in properly, you should be able to stick your arm in all the way to the toe of the second leg. Does this sound confusing? Sorry. I'll try to get some pictures up some time. Anywho, after you're done preparing the nylons, you can begin to add the fur. You prepare the yarn the same way as you did with the wig except you don't unravel it. Starting at the end of the tail (the part with the toe) begin sewing on your knots of yarn. When you are done doing this, make a belt to attatch the tail to. You can do this by braiding yarn. Take your brush or toothbrush and brush over your tail a few times. Now just attatch the tail to the belt and you are one step clotser to being a Jellicle.
There is another way to make tails, too. I find this way to be easier and less confusing. This is how I'm now making my tail. First take 9 long pieces of yarn. They must be longer than you want the tail to be, because there's some braiding involved and that will shorten it up. As for color, it doesn't matter a lot, but be careful that the color doesn't show through. In case this should happen, I recommend that if your tail will be dark, use black or dark brown. If it will be light or will have a lot light in it, use white or off-white. First, make three braids using the 9 lengths of yarn. Then braid the three lengths together. That will be the base of your tail. Now you need about a bazillion four-inch (or whatever length) pieces of yarn in the color you want the tail to be. Start tying these in, the knot in the middle of the piece. Do this until your tail is covered. Then start brushing it somewhat gently with a bristled brush. It should turn out nicely.
Or you could do it the easy way: take a feather boa. However you want to do it is fine.