I know you all know this, and I'm preaching to the choir here, but before you try this game at home, please remember that string can be a hazard to cats. Never let your kitty ingest string - it can cause major issues and is potentially fatal.
So, if you use string as a cat toy, never let go of the other end, and when you're done playing, put the string somewhere safe and out of paw's reach.
With that said, Wylla and Charlene think string is really fun. And those lightning fast paws are pretty cute.