Paper twine can be expensive and comes in somewhat limited colors. Follow my instructions and you can make your own with crepe paper.
Step 1: What You'll Need
You'll need a roll of crepe paper (you can purchase them at the dollar store or Walmart), a dowel, skewer or knitting needle (anything than can hold the crepe paper), a drill and another person to help hold the end of the paper.
Step 2: Rolling the Paper
Insert a wadded up end of the crepe paper into your drill. Make sure to tighten the drill so the paper stays in. Insert a dowel down the middle of the crepe paper roll. Have another person hold the dowel so you have a bit of tension while the roll spins. You'll need some space (like a hallway) to make long lengths of twine. Turn on the drill and start backing up and pulling lightly so the paper starts twisting while the other person holds the dowel. Continue letting the drill rotate until the paper is tightly twisted and you've reached the length you want.
Have the other person rip the end of the crepe paper. Loosen the drill and remove the paper. Wrap it around the cardboard paper tube. Repeat the steps until you've completely wound all the crepe paper up into twine. One roll will make A LOT of paper twine.
This goes quicker than you think! It's a bit harder to do by yourself because you need some tension on the other end, so having another person help for a few minutes is worth it.
Make a supply of different colors.