Yes you need to get out the tailbone.
You need a sharp knife or scalpel is better.
Starting at the wide end, cut a line from the base right down the tail- until it gets to the size of a small pencil, and then stop. Try to keep the incision in a straight line. Then carefully peel with fingers the skin of the tail, starting at the base and working to the tip. When you arrive at the end of the cut line, firmly hold the tail and pull the skin down so it turns inside out, like taking a sock off. Once you have done this and the tail is out, make sure there no meat sticking on the skin, if there is pull it off or used a spoon to push it of the skin.
If you are planning on using the tail, in places were it with be dry.
Get a needle and some thick thread and start sewing up the cut, starting at the tip. When sewing, sew from the inside and out the fur side each time.
Keep going up and every 6cm or so filling the tail with salt. Keep going to like this so it looks like a small sausage.
Then put it on a slopping surface tip to bottom, with a cloth over it. When you think about it , turn it over. After a couple of weeks knock all the salt out of it and leave it too dry. Give the fur a bush and then whalla one foxtail ready to make anything your mind can come up.