1) 8 half-size sheets of newspaper or 4 full size sheets
I used the advertisement section for the colors; extra is good to have for covering your work surface.
You need something that will dry clear and is easy to apply. I used Scotch brand scrap-booking glue, which came in a tube with two applicator tips, one small and pointed, one round and fabric for smearing. I found this fabric side to be the most helpful for applying thin coats of glue.
4) needle (& thimble)
The eye of the needle needs to be big enough for whatever string you choose, but otherwise the needle should be as small as possible to keep from making huge holes in your final product. You may also want a thimble to protect your fingers while pushing the needle through the paper rolls.
5) thread or string
I used #20 red hemp cord, which I had on hand, but probably picked up in the beading section of a craft store at some point. Other good options would be cotton twine or sturdy button thread (probably doubled). This is mostly an aesthetic choice.
Step 1: Prepping the newspaper
Fold each strip in thirds lengthwise. Just this first time, you don't need to glue down the flaps. As you fold, you are choosing which colors will end up on the outside - whichever colors are in the center on the outside (you are folding away from the outside) will be the color of the rolled paper unit.
Then fold each strip in thirds lengthwise again and glue in place. It helps to fold first to get the creases straight, then unfold, apply glue, and press together. Using a fingernail to get your creases really crisp at this step makes the final fold easier.
Repeat the folding in thirds and gluing one more time, so that you have long strips of folded newspaper about a quarter of an inch wide. This is possibly the most difficult step, since you are folding several layers of gluey newspaper together. Don't expect to get past this step without sticky fingers...