LEDs in tail?

So I'm making a Jolteon partial Fursuit, and I thought a cool thing to add would be LEDs in the spiky tail! (Cuz it's an electric type n' stuff).

But my problem is, I've never used lights and electronics in any of my projects before. So I'd just like to know what LED lights I need to get that bushy yellow tail to glow. I have concerns with the possability of them overheating (if that's even a thing that can happen), and just what kind would make the coolest effect? I own one tail with white LEDs sticking out of small openings in the tail, but I'd like something more like this:

See how it's smooth! I like that! I wish to learn how this is done! Please!