Gather materials. (Always a good first step)

Get your wire hanger and undo the part where it's twisted together.
Keeping the hook part on the end, straighten the remainder of the wire out. Doesn't have to be perfect.

Grab your fabric. White, beige or cream is best, you'll understand why later. Mine was scraps of an old flannel nightgown. Depending on how thick you want the tail will affect the amount of fabric you use. Make sure the first piece you use is a relatively long piece and that you have extra pieces on hand.
Plug in your glue gun so that it's heated by the time you need it.

Starting at the end opposite the hook, you will place the end of the fabric approximately half an inch (to an inch)above the very end of the wire. Bend the wire up on itself, with the pliers of course, making sure to catch the fabric in the bend thus securing it. Wrap fabric around it so that it covers the tip of the tail wire. Leaving the hook 'naked' wrap all the way up securing the top with string or thread wound around several times and tied tightly. Or however you feel it should be secured. Bulk it up with extra scraps of fabric after the first layer if you want it thicker.

Cut your felts into strips long enough to wrap around and have enough overlap to put hot glue on. Put glue underneath the felt as well so you don't end up with just a ring of fabric that may possibly slide off. Start at the end near the hook and keep those seams facing one direction as you alternate your colors. Make sure you get the tail end covered!

Bend the hook enough that it creates a loop for you to slip a belt into and out of. Think an almost paperclip because you don't want a circle jabbing you in the back when you sit down.

Bend to desired shape and Voila! You have a tail! aren't you lucky?;)
(Hint: A marker (in the same color/s as your felt/s) can color any white space in between if you happen to have the bulking show through.)