Katniss' hairstyle was one of the most requested tutorial when Hunger Game became popular. I saw several interpretation of the hairstyle by different hairstylist but the best one are the two below. The first one is easiest and the second one is probably the closest to Katniss' original hairstyle.
Version One (without twists)
Grab a section of hair near the left side of your ear. Then split it into three sections.
Begin Dutch braiding. Slip section 1 under section 2, but over section 3.
Continue braiding until your reach the nape.
Then finish off the rest of the hair with a pigtail (a basic 3-strand braid).
Bring the braid to the front and there you have it! The simplified Katniss braid.
Kayley prepped her hair with a few curls to create texture. You can skip this step if you already natural waves. In this versions, instead of regular Dutch braid, you add in a subtle twist as you braid. You'll have to see the video above for a clear demonstration.