Let's start with a new document with the following size:

Choose Pen Tool, and create two vertical lines

Choose Pen Tooland add some Anchor Points in the middle of the line

Then double click Blend Tool. In the Blend option window change the settings like in the following screenshot

Click On Ok,
Be sure you have the fill set to None, and the stroke set to black color
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Now you have to click with Blend Tool on the
first line, then on the second line.
This is my result so far.

With Direct Selection Tool click and drag the anchor point to the right side

Drag this anchor point to the right

You can see that my anchor point is a corner. by pressing on the following button, you can convert the corner to a smooth anchor point
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This is my result after i click on the button from above

Do the same also with the anchor point from the right line. Drag it to the left side with Direct Selection Tool

Now you can convert also this point to a smooth anchor point.

If you want to make this effect look nicer it is better if you colorize a little. For this you need to select any anchor point from the left line with Direct Selection Tool , then click on a color from your swatches panel.

This is my result so far

Then i will select an anchor point with Direct Selection Tool from the right line

and i will choose a random color
This is my final result

If you want you can move the anchor points with Direct
Selection Tool, and you will get another variations. In the same
time you can change also the colors
Here are some of my examples


Or you can bring up the Stroke window ( Window > Stroke , or press CTRL+F10 ), and you can use my settings to make the background more interesting


