This shows how to wire up the bag using individual NeoPixels. You could also use the NeoPixel Light Strand -- these pixels are already soldered together and could be wired up to the Circuit Playground quickly and easily. It doesn't give you quite as much control over spacing, and your bag will feel a little stiffer, but it's a great option if you don't want to do a lot of soldering.
Click "Download" and drag the resulting file onto the CPLAYBOOT drive that appears when you plug in your Circuit Playground and click the Reset button.
This sketch will light up a strand of pixels on pin A1 with a rainbow animation. Pretty!
You can move on to the coding step from here, or continue and finish the bag assembly first.