Here is a guide that shows you how to build your own light up Cortana costume. As Adafruit explains, you are going to need a Gemma, NeoPixel Rings, and conductive thread to complete this project. You 150 mAh battery is also required.
The above video gives you a better idea how to make make your own interactive Cortana costume. You can find the parts, tools, and instructions on Adafruit.