1) First you will need to gather yarn, fabric scraps, ribbon, or whatever you have laying around. You will also need to get some water soluble stabilizer, it comes in 8 x 10 sheets. I cut the sheets in half lengthwise for this particular project, but you'll see that you can pretty much make any desired shaped with a little careful planning.
2) Lay flat 1/2 of the stabilizer sheets. In this instance I wanted a long rectangle for my scarf shape. Then I piled my yarn on top of the stabilizer, spreading it evenly throughout. You can do this with anything you can sew through.
3) Once you have a good even distribution you will lay the other half of the paper on top. Then pin it all together into a package, like so...
4) Then take your package and sew all over in whatever manner you like. I chose to go crazy and do whatever I wanted since much of my yarn was heavily textured I didn't have to worry about the thread being particularly visible. If you try to do this with solid fabric scraps you could use the sewing as a cool accent, maybe with a contrasting color.
5) Take out all of the pins once you are confident that you've sewn enough that the bits will stay together. Then toss the whole paper package in the wash and the paper will magically disappear. I stood there and watched the water pour over the paper package and it dissolved instantly, kind of cool. You'll be left with a nice unique spring scarf.