See if what I do will help. Before you even think about threading the fabric through the attachment sew a few stitches stitches close enough along the edge of the fabrlc that the stitches will not pull out. Do not sew the stitches so far from the edge that there is too much fabric to make the roll. Sorry but this is probably going to take trial and error for every different project you have.
You are going to use the thread to "thread" the fabric through the attachment so you need to have enough to hang onto. When the entire scarf is done you will want to bury that thread in the fabric roll so whatever you leave for yourself to hang onto at the beginning is going to have to be long enough to thread through a hand sewing needle.
Okay, now you thread it through the rolled hem foot. This really will take practice so don't give up. Also, I have never been able to sew a rolled hem with my machine on "fast forward" so I advise that you take it slow when you actually get going. A good light helps and you may find yourself teasing the fabric back into the roll from time to time. Cut the thread from side 1 long enough to get through the aforementioned needle.
So, ta ta, first side done. The second side is the same as the first BUT there is the issue of the rolled bit on side 1at the beginning of side 2. I tried lots of things but kept winding up with a wad at the beginning of side 2. I said something very naughty and pretended I was beginning side 1 again.
Repeat for sides 3 and 4. Bury all those threads.
Notes: If you have the larger rolled hem foot, learn and do your first efforts using it. Makes life simpler. And longer stitches of finer thread helps too. A NEW, fine needle in the machine. My daughter just discussed this with me and mentioned that she found a line of stitching sewn along the edge of the fabric before all the hooha above is started helps. She said it helped because it gave her something to hang onto as she fed the fabric through the foot. Doing it Veronica's way would obviate the need for my line of stitches at the beginning of the side. If you decide to remove Veronica's line of threads, remember to loosen the top tension slightly so you can just pull the bottom thread out and release the stay stitching. Just remember leaving long threads at the beginning and the end of a side.
I read really, really good hints in response to your question. Happiness is having help that incorporate into success for you. The ladies and gentlemen on this board are the best. Using the sewing machine blind hemmer is an art. You are in my thoughts and a prayer has been said for your sanity and success.
ARE YOU STILL SURE YOU WANT TO DO THIS? ;-) Pat
I think I cleaned up any errors. If this does help you but you get stuck on something, IM me; I probably didn't find an error. P