I'm new to making costumes too!
I guess you could always sew it by sewing machine. Heres what I would do:
I would do a sketch drawing of the tail, when I'm happy with the results I would draw an actual
size of the tail on patter paper.
You could make this tail by only using a few pieces
front tail piece(1)
back tail piece(1)
Sew using the wrong sides
Sew the the tail pieces together(leave a hole large enough to put stuffing in) and then when done stuff with stuffing.
sew the the spikes,stuff with stuffing and then sew the bottoms to the tail.
if you are going to sew it to your costume, sew if not... then I don't know.
Thats how I would do it.