[Nakishee]

To me it looks like the thing is knitted, like a knitted hat but with the top cut off XD Google image search 'knitted head band' and compare, I guess, lol
Can you knit at all? That would be your best bet to making one

Then, I see some cute buttons attached to it, like the stars, yep yep, and I also see patterned pins, leopard pattern, huh. cute^^.
It's a very interesting hat, I've watched the PV before and never looked closely.