When you make cotton candy, it is best to roll it around a large paper cone. The warm candy will stick to the cone, and you can avoid sticky fingers when pulling it out of the machine. Cotton candy cones can be purchased wherever cotton candy machine supplies are sold, but these instructions will show you how to make your own.
Place the paper lengthwise in front of you on a surface.
Starting at one long end, roll the paper into a tall, narrow cone with one of the corners at the bottom of the page as the bottom tip of the cone.
Glue or tape the ends of the rolled cone along the length of the seam. You will have a triangle of paper standing up from the top of the cone.
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Trim the top triangle at the top of the cone off with the scissors to be flush with the rest of the cone, if desired.
To use the cone, hold it from the bottom end, and slowly move the larger, open top around the edges of the cotton candy machine. The candy will stick to the edges of the cone. Gently twirl the cone to pull up any loose candy when you pull it out of the machine.