Before you get started you should gather your materials. you're going to need a marker, paper, stuffing, scissors, a needle, thread, and material. What kind of material you use doesn't matter, though different kinds will yield different results. Thicker fabrics like polar fleece will result in chunkier horns, while thinner fabrics like t-shirt material will make more pointed horns. Material that is furry, like cuddle fleece, will hide the thread better, but have a more "messy" look to it. Whatever you choose, it helps if your materials has some stretch to it.
As for your thread, you can use any color you want. I prefer my thread to blend in, but some people use thick, bright thread to make it stand out and add an accent color.
This is mine. As you can see it's been the victim of a cat attack, but it still works jut fine.
Then sew up the side of it. Make sure you have plenty of leftover string. When you are done, make a knot to finish it off, but don't cut the extra string off.
Then you want to stick the needle back into the horn and poke it through the top so that now the string will be popping out the top of the horn. This can take a couple tries and lots of practice to get it right because unless you have a giant horn, it's hard to see where the needle is going. It will try to get stuck or poke out the side on accident.
If you are really struggling, you can just say forget it and cut the string. However, it will mean you will need to start your spiral at the bottom and tie your horn on the top and try to hide the knot, which usually doesn't look as good.
Then you take the thread sticking out of the top of the horn and spiral it around, pulling it tightly as you go. Basically, you want to pull it as tightly as you can without breaking the thread. I usually use two hands for this, but I had to take pictures this time around.
As you go, this will create a nice, pillowy spiral. It sometimes takes a few tries to get it nice and even. If your spirals look lopsided at first, just let go of the thread and let it unravel and start over. No harm done.
When you have it how you want it, carefully poke the needle into the material at the bottom and tie it off. Make sure you don't let go of the thread or let it go slack.
Take your needle and sew in and out around the bottom of the horn. Then pull it tight like a drawstring to shut it. If there's any extra stuffing poking out, just use a super awesome chopstick or pencil to stuff it back in. Then tie it up and you're done! Ta-da!