I started by using the chipboard that came in the box (its there and you should never throw them away). Then I began wrapping the yarn around it, when I was to the end, I cut it on one side only, you need some length to make the poof!
Then I divided my yarn into two pieces, by pulling it apart , as you can see the middle is how it comes and the two outside pieces are how it looks when you separate the strings.
When I was finished, this is what I had.
Hope you enjoyed project...