I picked out a skein of multicolor yarn in warm colors. My winter hat had a little purple in it, but it mostly matched and will work just fine. It is important that the yarn match the hat because while you move, the hat may become visible between the threads of yarn. When the hat matches, no one notices the spots that the yarn doesn't completely cover. Not having to completely cover the hat is what makes this project so quick and easy. If you are making a Corpse Bride wig, use dark blue and white yarn.
Next, we'll measure the yarn.