the last line says :
To turn all duplicates into real objects, simply select the icosphere and Object ‣ Apply ‣ Make Duplicates Real, Ctrl+Shift+A. To make the icosphere and the tentacle a single object, make sure they are all selected and go to Object ‣ Join, Ctrl+J.
After doing this, I now have a large amount of objects. Great! but unfortunately, when I select all of them and Ctrl+J to combine the objects, nothing happens. Is there something preventing me from doing this or am I overlooking something?