Cut different sized circles out of your chosen fabric.
Keep in mind that your finished yo-yo or rosette will be half of the circle.

Fold the edges of the cirlce as you sew all around.

This is what it should look like when you finish sewing.

Pull your thread so that the fabric bunches.

It should be wonky like this.

Flatten and fix your yo-yo until you are satisfied with it.

Sew through the middle to secure the thread.

Like so.

Place your yo-yo's in the order you want them.

Then sew them all together.

If you choose to use elastic.
Sew one end of the elastic to one end of your yo-yo line, then wrap around your head to get the perfect size, then sew the other sides.

If you choose to use a head band.
Just hot-glue the yo-yo line to your headband.