There is a variety of materials you can use to make headbands. Since babies and toddlers have sensitive heads, pick something with elasticity and don't make the headband too tight when you put it together. These can be found in spools at local craft stores and come in different styles. If you choose a material that already has decoration on it, your headband can be all the more simple to make. Have your material cut just a few inches longer than what you think you'll need to wrap around your child's head.