This thread wasn't supposed to be in Pictures, sorry everyone. Here are my steps if anyone wants to see what I did.
I drew an equilateral triangle and used that for my diamond. Sides are 3" PLUS a 1/4" seam allowance added after I drew the diamond. The end pieces of the blue and the green row are the original equilateral triangle, again with the seam allowance added to each side.
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Sew the diamonds together, you're just piecing diamonds.
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Back view, I ironed all my seams in the same direction.
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Then fold the pieced diamonds in half and piece the striped row to the blue row. You now have an inside out tube.
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You stitch down the middle of every diamond, stuffing between. This part is awkward to sew, my seams weren't very straight. I wanted my sections really stuffed but it makes it hard for the sewing machine. I actually used my zipper foot so I could get as close to the stuffing as possible. If you really want perfect seams, don't stuff the sections too full.
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When your section's are stuffed and sewn, join the two ends together. I stitched them together by hand (to baste it) and then went over it with my machine.