Step 2: Braid it
I started by sewing the end of one yarn strip to the middle of a different colored strip to create a "T" shape. Those were the 3 pieces of the beginning of my braid and when I began to braid, it covered up the stitches (awesome!). Keep braiding until you need to sew on another color. I added a new color by sewing diagonally with the fabric placed right side to right side at a 90 degree angle, and trimming off the tiny corner. This way, when you stretch it out, the strand smoothly transitions from one color to the next. This kind of seam is used for binding in quilts also.
Keep braiding until you have added all of your shirts. You can use an office clip or a chip clip to keep the braid from unraveling if you get tired and want to take a (2 week) break, like I did. It helps to keep the yarn all balled up while braiding so that it doesn't become a big, tangly mess.