First, cut out a rectangle shape to the size you want. You will need to cut two pieces.
Sew the pieces together, right sides together (if it has a design on it); leave an opening to turn the fabric right side out.
Stitch closed after turning; you won't be able to see this stitching later.
Stitch a pieces of flat lace down the middle. Stitch both sides of the lace.
Stitch a lenght of ribbon on top of the lace. It should be able to fit around your head and tie at the back.
Stitch both sides of the ribbon.
Stitch gathered ribbon around the edges. Sew it over the ribbon on the sides.
Lastly, make two bows from ribbon, and sew these to the sides for a cuter look ^^
If you want to add a string of beads or other lenghts of pretty decoration, just sew (or hot glue for a faster way out!) it around the edges of the headdress, on top of the base of the lace.