I remember watching a cartoon movie when I was very young.

It invloved a girl following a string. The string was almost invisible, almost like it was silk. The string led into an old house or cave in a forest.

That's all I remember! Anyone know the title? (I think the girl was blonde)

It really sounds like 'The Princess and The Goblin'.

The Princess and the Goblin (1993) (http://www.imdb.com/title/tt0107875/)

Thanks! I think that might be it!