I think it’s a good idea to start experimenting with headscarves before your hair falls out completely. This will allow you to play around and decide which styles work for you. My hair is thinning very quickly, so I have been wearing my headscarf in a modified turban style. It covers the top of my head, but lets the remaining hair peek out underneath. I never use anything smaller than a 32-inch square headscarf. I find that softer silks and cottons work well for this style, as they are malleable and easy to manipulate.
Step 1: Fold your scarf in half, on the diagonal.
Step 2: Wrap the scarf around the base of your head, corners facing forward. The point of the triangle should now be resting on your forehead.
Step 3: Tie the corners into a knot and pull taught until your scarf feels snug on your head.
Step 4: Pull the remaining corners towards the back of your head, twisting as you go. Secure with a knot at the base of your neck. Now lift the triangle off your forehead, roll it up, and tuck it into the folds of the twists you just created. Voilà!