It is not really a braid, but a 2 stranded twist. To do it, you will take 2 sections, twist them in the same direction, and twist them around each other at the same time. It sounds complicated, feels kinda awkward at first, but it just takes practice. Try to learn this one without a mirror, by feel. I find it easier that way.
We will be using this technique in some really fun upcoming HTHG tutorials, so practice up.