Yarn tails are becoming really popular, I'm seeing them everywhere now! I found the perfect yarn at my local craft store, so I had to try it out. Here's a tutorial showing exactly how I made my cat tail. Let me know if you have any questions!
Using the fur brush pulls out a lot of extra fluff. This is totally normal, and you can always save it to use as stuffing for plushies or what have you. It helps to have a plastic bag handy to stuff it all in.
EDIT: After a lot of wearing and brushing, I realized that despite how tight my knots were, the floofs can start to slide on the base. I went through and stitched them on by laying the tail flat and separating the floofs, revealing all the big knots. Then just go through with a long threaded needle and tack them to the base. It took me about 10 minutes and it's a fair bit more stable now!
Here's some great tips from friends and fellow users:
1. Try a really soft, chunky wool - you might not even have to straighten it and you need to use less wool!
2. Try using more fluffs and tying them closer together in twos or threes. This prevents the knots from sliding down empty spaces in the base!
3. Try separating the wool strands before brushing to prevent knots.
Total time: ~5 hours