a. Wool yarn is classic. You can keep the needle hole small by using a smaller needle and loop of upholstery thread to pull the yarn through.
b. On the main all you need is luff telltales, which you may be able to tie onto batten pockets.
c. Bainbridge rip-stop sail repair tape is what the commercial ribbons telltales use. Cut it in a circle, and run the telltale through a slit near the center (I place them slightly aft of center--seems stronger) of the tape.
Tip: Put the tell tales lower on one side so that you can always tell which are which, no matter what the lighting. No need to use red and green.
Check out my books for lots of tips for newby sailors. Much of it is NOT in the other books, particularly the money-saving tips.