Wash and dry the jeans first
Mark the areas you want to fray
Put cardboard inside the leg to protect the other side
Use tweezers, a seam ripper, or sandpaper to loosen the threads
Pull out the blue vertical threads to expose the white horizontal threads
Rub the edges with sandpaper or a pumice stone for more fraying
Cut small slits if you want a distressed look
Wash the jeans again to enhance the fray
Trim any loose threads to your preferred style
Repeat until you get the look you want