To clarify and to correct this silly mistake...
"WRAP
With Yarn A CO 86 sts leaving a 6" tail.
...
Row 2: Knit with A..." Skip Row 1.
You don't need to knit 2 rows. Count your cast on as Row 1 and then knit 1 more row.
You need to end up on the same side as your 6" tail and every time you are changing yarns to create a fringe on one side of the shawl.
