Rope making is an ancient trade I'm sure there are several ways to do it and many plants to use (e.g. ancient Egyptians used palm fibers I think). One can find bunch of videos on youtube for example how to do it from stinging nettle. This dude makes precise instructional vids of such things:
https://youtube.com/watch?v=DFJPlp3hic8 [Embed]
I do the splicing little bit differently: if one ends starts to be too thin or it ends soon I put another fiber there bended asymmetrically (usually very asymmetrically). To be honest I do very bad job as my string has varied thickness not just there where I splice it. At certain places it is very awkward to thin the fibers, mature nettle grow "branches" and these leave s little stump on the fiber after I get rid of them.
I suspect I should tear the fibers into more thinner strands and roll a bunch together for use.

Here's another instructional by Ray Mears with a different technique (well it's the same in it's core):
https://youtube.com/watch?v=lQHvqWCN5Eo [Embed]