Drawing those fancy lines in Illustrator can be a pain. One way to do it is to create a brush that tapers at the end, that way you don't have to draw both sides of the stroke. Once you get the shape you want, select the stroke and go to Object>Expand Appearance to make it a fill. Then you can change the fill color and stroke. To add smaller parts that split off on the ends, draw smaller ones and do the same, then you can use the pathfinder tool to add it to the main shape, if you don't need it to have a different fill than the main part. It's time consuming, and if you are a perfectionist, frustrating. It takes a lot of practice to get it the way you like it. So that's what you should do.
You can also get a fancy, frilly font and convert it to outlines and cut it up, arrange the pieces the way you like, and use pathfinder to connect it all together.