Get a glove. Make sure it has cloth fingers, not rubber. Rubber is too weird to sew through
Get a bunch of doodads and thingamabobs to sew on to the undersides of the fingers. Just get a bunch of things you can pull a needle through. It's better to use squishy items so your precious kitty doesn't get bopped on the nose.
Pull your needle and thread through your little critter or whatever you're using and sew it on the to the glove. it just takes a few stitches
Sew them onto all four fingers and then you're done!
Play gently with your kitty. You only need to wiggle your fingers a little bit to get them moving. Try using thicker string so they don't get tangled