Reference the Dress: http://img.photobucket.com/albums/v4...higo_Dress.jpg
(Disregard the silly green hat :P )
Reference the "Underdress": http://img.photobucket.com/albums/v4...Underdress.jpg
I'm so glad to see another Rozen Maiden cosplayer! (Hehe, even if I haven't completed one yet myself) I went and screencapped a bunch of images from season one, episode ten, so I not only have Hina with her arms down, I also have a separate reference set for her underthings... Judging by the way Nori pulls off the whole thing in the picture, it's like the white underdress (think kind of like a thick cotton slip) and pink overcoat are attached to each other, and then she has on this weird jumpsuit-y thing underneath where the bloomers are attached to the upper part. And either Hina's bloomers are really, really poofy...or she has on an invisible petticoat ^_^
Other than the crazy poofyness, Hina really isn't that bad. It's a great first time cosplay--once you get the hang of ribbon sewing and making ruffles and whatnot.
I'll keep an eye out for something more tutorial-y. Actually, I wouldn't mind making Hina myself ^_^ So I might be able to help you step-by-step if you want...