Hat tip 2

To make a wire headband you will need some tie wire.  This comes in different gauges which are practical for all kinds of projects, however for this 25mm (from memory)should be fine, as long as it holds its shape, but not so thick that you can't work it by hand.
​If you have a headband, you can use it to help determine the length and shape.  Work with the curve of the wire, using pliers to slightly bend the ends. Evenly place a couple of horizontal pieces, leaving plenty of overlap at the join for stability.

Once you have shaped the wire band, wrap it all with para film, also known as florist’s tape. It comes in different colours and has a stretchy, slightly sticky feel.  Begin in the middle of the join, stretch, holding tape slightly diagonal and wrap one way, overlapping a little as you go, securing the joins and covering the wire.

The next step is more covering, this time with tulle or fabric.  Tulle is a soft stretchy netting fabric that comes in many colours, so choose what works best for your design, depending on how visible you'd like it to be.  Cut strips of about 2-3cm wide, (on the bias if you are using fabric), and wrap the band completely as before, slightly overlapping.  Use 450 glue to secure or a few stitches will work too.
​Try your band on and test to make sure the shape is good, that it sits well and is comfortable.  Make any adjustments.  
​Now is time to position and sew the crinoline into place.  This is a stiffish, stretchy mesh which, once sewn into place, completes the band and allows the headpiece to be firmly attached on the head with bobby pins.  It also provides a good base onto which the embellishments are added.
There are lots of inspiring and instructional tutorials online and why not come along to the workshop at Embassy Arts on the 14th September for some practical help.