Have you had an IUD removed before? I just had one removed in July. It was more than just "pull on the strings".
First of all, my strings had receded and were so short that the doc couldn't reach them at first. As a separate issue, the doc put a little device in there that sort of held my cervix open a little bit, to make it easier to get the IUD out.
I would be worried that you would pull on the strings, and without the little device to clear the way, that the force would be too strong and you might pull the strings off. Then you would have to have surgery to get the thing out.