Absolutely newbie here. I tried to do this through the screw modifier but it creates a spring with no internal fill and open, and I need it to be solid and capped.
Okay, I would start with a Nurbs Curve. And try to model the 2-dimensional form of a pigtail, reference comes in handy here. You can just select one vertex and hit e to texture it, do this until you get the right curl and shape, with multiple points selected the To Sphere operator, F3 search, might come in handy.
Then change to the Perspective view and pull the vertices up and down on the Z-axis to make it curl around itself. Proportional Editing might help get everything smooth, to leave some vertices unaffected just select them and hit H to hide them, to reverse the hide action press Alt H.
Now add a Bezier Curve and move it to the side, it will be used to taper the Depth. For that, with the Nurbs Curve selected, under Geometry in the Curve settings select the Bezier Curve as the Taper Object. Now you can edit the Bezier Curve, the farther the curve is away from the origin the bigger the Bevel. So just move both handles around until you get a nice Bevel.
Voila, a pig's tail. If you want to use it further I would recommend you create a backup and convert it to a mesh. If you want you can Bevel the end of the Tail to give it a rounder finish, and don't forget to enable shade smooth.
Now you could add a Hair particle system, some materials, Subsurface Scattering is king, and lighting for a beautiful render.
Hope I helped, have a nice day experimenting with Blender. Phönix 64
I would create a curve and then give it both a taper and a fill. As Allen Simpson suggested, enabling the Extra Objects addon will give you interesting curves to work with. Here's one way to go about it.
If you don't already have it enabled, Edit your preferences; go to Add-on; and search for "extra". Select Add Curve: Extra Objects
Add an Archamedian spiral, and in the Tool options pop up, set a height and number of turns you would like.
Now go to the curve's properties and give it a bevel
This will give you the internal fill you were looking for.
Next, in object mode, add a Bezier curve. You'll use this as your taper object:
Edit the Bezier curve so that the left end is moved in the positive direction on the Y axis:
and you have a curly tapered pigs tail:
You can adjust the spiral to get the shape you want, change the bevel depth and the Bezier curve to get the taper you want, et cetera.