Cut a long narrow strip. With right sides together, sew a seam down the long raw edge. Turn out to right side.
Easy to describe, but I don’t find the turning out at all easy to do.

The key tips :
– Best to cut the strip on the bias. If that would waste a lot of fabric, cut 2 shorter strips – though the joins can be difficult to pull through, so angled seams are a good idea.
A bias cut strip can stretch sideways as the lump of fabric goes through. Bias cut is not essential : the strip can be straight cut, but a narrow tube will be more difficult to turn.
– Cut the strip at least 2″-5cm longer than needed, as the ends are likely to end up a mess.
– Cut the end at an angle, so the first section being pulled through is narrow.
– Trim the seam allowances narrower than the loop, but not less than 1/4″-5mm.

This is a technique I have difficulty with. For me, the tube needs to be at least twice as wide as the seam allowance. And at least twice as wide as any ribbon/tape used for pulling through.

Narrow tubes called ‘rouleaux’ (pronounced ‘roo-low’) can only be made from fine fabric such as lawn or silk.
Some people can make beautiful rouleaux. If this technique comes easily to you, leave the wide seam allowances (or just trim one layer), as they give the tube more substance and wear resistance.

Many techniques :

Using a bodkin or loop turner to turn, photo tutorial from Tilly and the Buttons.
If you’d like to be convinced of the uses for a loop turner, here’s a video from Maree Pigdon.

Using threads to turn narrow loops, photo tutorial also from Tilly and the Buttons.
Use a thick thread such as crochet thread or perle embroidery thread. Or narrow ribbon/tape – I find this needs to be less than half the width of the tube.

Many special tools to help with turning the tube right side out. Try them to find which works best for you.
I don’t do well with the loop turner tool with a hook on the end.
For wider tubes I have more success with a Clover Easy Loop Turner.
For narrower tubes (1/2″ or less across), I use ribbon/tape/thick thread.
I haven’t yet tried the Dritz/Prym turning tool set, but it also looks interesting. They claim to turn tubes down to 3/8″.
There are also the similar Fasturn tubes, which claim to go down to a finished tube of 3/16″.