(From Considering weave 9/1/2014)
Twisting fringe is really akin to plying. The basics of the process is that if you twist two threads in the same direction and then twist them together in the other direction, they will hold together... as they try to untwist they untwist on each other. hold each other from untwisting. You can find videos out there on how to twist fringe. There are even gadgets. Not my thing really.
At least 2 threads. or two groups of threads.
Twist each in the same direction till they begin to kink up.
You have to hold them so they don't untwist though, until you twist them in the other direction. Tricky sometimes.
After they are twisted together in the opposite direction, knot the ends. You can also just knot and let them twist the other way naturally.
I do it this way... which is really combining the two steps together as you go. An old video from another class.... Just a twist at a time.
I mostly use scraps of vintage fringe in my cloth work. Twisting your own fringe is slow and time consuming but can be done. And it is a nice component.