To make this Peacock Costume, I bought a corset, around 35 feathers, 4 packs of blue feathers, ribbon, velcro and a hot glue gun. The corset, I ordered off of eBay, the feathers, ribbon and velcro were all from a local craft store.
To start, I hot glued all of the blue feathers onto the corset, except for the chest area. Then I had long peacock feathers, I cut the eye off and overlapped them.
For the Peacock Costume tail, I cut out cardboard into a small rainbow shape. I cut two slits in the middle, bottom area of the cardboard (for putting the ribbon through), then I put the ribbon through twice to make it more secure (the ribbon also wrapped around me twice). I cut the stems on the peacock feathers shorter, and hot glued them to the front of the cardboard (I didn't put any feathers on the back, I didn't want to buy a lot of feathers, but it would look better if you did).
Then I took the same blue feathers I put on the corset, and glued those to the front and back of the cardboard. As I walked, my tail would fall back on the top, so I took velcro strips and put them on both sides on the back of the corset, and the front of the tail. 2 hours later, my tail was leaning back again (the feathers had gotten into the velcro). In the end I just used duct tape, which didn't stay that well either.
For the tail you should try using big Velcro strips (even though the back of the strip is sticky so you can just stick it on stuff, you should hot glue it to the corset and the cardboard for more support). Maybe try duct tape at the top also.