You are being asked to work

You are being asked to work with 3 strands of yarn at the same time to create a thicker yarn.
If you have 3 balls of yarn, just pull a strand from each ball. If you have just 2 balls, you can pull from the center and outside end of one ball and one strand from the second ball. If you have only one ball, you may need to divide it into three balls, or you could use a technique called Navajo Plying. Just google Navajo Plying for tutorials on how to do this technique.