The materials we used were, 24" paper mache letters from Jo Ann Fabrics, 3 colors of pink yarn and the most important product was FABRI-TAC glue. The glue was so key in keeping all of the yarn in place and wrapping any curved edges. Start by wrapping the yarn back and on the ends and gluing them down. Similar to this.
Next start wrapping the letters with the yarn and occasionally place a small amount of glue on the corner to ensure it won't move to much. For small areas we found it was best to make a smaller ball of yarn to get in and out of the area. For instance when going in and out of the center of the A.
If I were to do it over again I would by flat letters and much thicker yarn. Here are the completed letters up in the beautiful gray, white and pink nursery. Although they were time consuming they definitely turned out beautiful and make an amazing statement above a crib. Isn't her nursery amazing!!