You will need a tube of fabric. The length of the tube will depend upon the size of the person who will be wearing the tail. To make a tube, cut a strip of fabric approximately 2 1/2" wide, fold the length of the strip with the wrong sides of the fabric together. Insert pieces of yarn at the narrow end. Using 1/4" seams, sew the end seam, sewing the yarn in to the seam. Push all of the yarn towards the folded edge and sew the long edge of the tube. Turn right side out.(A little tip: If your fabric tends to fray, resew the seams a few times and use small stitches.)
If you want a tail that hold a curve or bend, use pipe cleaners as described in the pig tail. Stuff the tube with polyester or cotton stuffing. Hand tack more pieces of yarn on to the end of the tail if you want more "fluff".
Turn in the unfinished edge of the fabric and attach to your costume.