If you'd like to have a double braid you will need pieces that are about 60" to 63" long. I used 6 pieces in each portion so total 18 pieces in one braid. Tie them up with a hairband, divide in three equal pieces and start braiding.
Tip: You don't even need to cut the yarn until later just in case you are not sure if you like the way your braid looks on you. Leave the yarn uncut, braid it and play with it to see if you like it. You can cut it when you are ready to stitch it up.
You will get a long braid with unfinished edge.
You can either stitch those ends by hand or use a sewing machine. Just make sure they don't come apart.
Position your braid as shown below and stitch those ends together attaching them to the braid underneath.
It will look like this.