Old thread but since it has new posts I'll chime in.

Dealer told me that the strings on the doors were from the protective covering that is on the car when they get it. I just pulled it right out when I got the car, but it also snapped back and got me pretty good on my finger. Maybe it's better not to risk the potential physical pain that removing it might cause.

 

My car is starting to unravel...should've left the string alone!