While I don't wear headbands myself, (I have very short hair,) my daughters do wear them and I wanted to make a fall-ish headband for Megan.
The first step was to cut a strip of wool from the bottom of one of my felted sweaters.
Then I trimmed it to 16 1/2" long by 1 1/2" wide. I then tapered the ends by folding the wool in half and measuring down an inch I cut the corners off. (Please excuse my ragged crafters cuticles.)
I then cut 5" of elastic to make the stretchy part of the headband.
With matching thread I made two little rows of stitches to attach the elastic to the ends of the wool.
Then came the fun part. Embellishing. I made a bunch of felted wool flowers and attached them with a glue gun. I stuck a few pearly buttons in too, to brighten things up.
I did a little embroidery on the band as well.
And here we have the finished product. Honestly, the purple flowers looked better in my head than they do in reality, but my Megan deemed it cute, so I'm happy. More importantly, she loves how soft and comfortable the headband is to wear.