I found a great tutorial here and here that uses soft tights to make a baby headband. All you do is measure your babies head and cut the length to equal that. You will also need a small piece of ribbon to cover the seam (this is also where you will clip flowers and bows to).
Heat seal the ends of the ribbon(if you were like me I had no idea what that was...it is just a fancy way to holding a ribbon slightly above an open flame to have the ends "seal" (melt) so they wont fray)
Use your sewing machine or you can hand stitch and do a longer stitch and don't reverse to hold the stitch because you will want to pull the stitches tight when you are done to make the tights gather so it is "pinched" in the middle where you sewed. Cover this area with the ribbon pulling the ribbon tight will help hold your clip onto the headband and hotglue the ribbon end to the headband and then hotglue the other end of the ribbon to itself so it won't slide away from the seam on the headband but there will be a small loop to attach a flower/bow.