Consider buying extra-soft baby yarn, but know that you do not have to buy a yarn that is specifically made for babies. Know what yarn weight you need. Most baby items are made from lighter weight yarn, either “superfine” (1) or “fine” (2). [1] X Research source

Consider choosing a variegated baby yarn instead of a solid color. There are also some new yarns that form a pattern as you knit.

Start with straight needles if you are just beginning to knit. Circular needles are generally used by more advanced knitters. [2] X Expert Source Jen WebberKnitting Specialist Expert Interview. 4 August 2020. Determine how big your needles need to be. The needle size determines how big the loops are in your hat, and the wrong needles may lead to the hat being the wrong size. Note that there are metric and US sizes, so you may need to convert the size. [3] X Research source

Cast on 60 loops (if using 4mm needles) (more if the hat is not for a newborn). Hold your needles so that the left needle has the knitting on it, the needle points are facing away from you, and the yarn is leaving the needle to the right, on the bottom side of the needle.

Hold the needle with the cast-on loops in your left hand and pass the needle in your right hand through the stitch and behind your left needle. Wrap a loop of yarn counter-clockwise around the right needle point. Pull the right needle off through the stitch on the left side, and push the top stitch off of the left needle. Each knit stitch will add one loop to the needle on the right and remove one from the needle on the left. When you finish a row, change the needles to your other hands so that you start each row with the knitting on the left needle. Be sure your knitting trails to the right as you are knitting, towards the (at first) empty needle.

Instead of going through one stitch with your right needle, go through two stitches. Continue the 2-stitch decrease until you have only one loop left on your needle.