I agree with you because the tutorial never really mentions anything about following a thread and I took a long time to even figure that out in the first place, so I wonder if somehow it should show or briefly explain that rather than just say if it fails or succeeds, it may mean any number of things the way it's shown now in the tutorial.
If you lose a lot in the white bar each time or you see the thread seems to disappear right away, you may still not be doing it correctly. If you gain a lot and it does a sound, then you might be doing it correctly.
I think even doing it is kind of tricky, you may have to almost try to stop moving the mouse at the right time when you start colliding with it, and even that may not work. It may be better to start moving your mouse very slowly towards the path that is being drawn, following the white dots as best you can, then keep moving it pretty slowly after that until you get to the end and you see and hear it confirm that you did it right.
It's kind of hard to explain, and even if I won once, it might actually be hard for me to do it consistently and win again.