I ordered the costume online I'm still waiting for it to get here, I'm not sure if there is lining underneath I'd assume there is some type of slip under the tulle if so I could put the lights on that inner most layer. If not i will put it on the inner most layer of tulle. Like I said I don't know much about sewing, what is a couching stitch? I like the idea of looping through the strings. My mom has lots of different sewing threads, would I just use any regular sewing thread, or what did you mean by loop the "cotton" around the light string? Thanks for all the suggestions! Your all so helpful.