I wore a hat with my wig, but it was a pretty easy hat.
I just used a bobby pin to tack it in. Incase I ever want to reuse it. Maybe attachs combs into the hat and attact it that way? or you could sew the hat onto the wig cap (that the hair is attached too, not the wig cap you wear under the wig)
I need to get a better wig, that one kept tangling!