Start with Goody brand headbands bought at Target. Work really hard until you find some that are based with wire, not plastic. This means they are more bendy, easier to work with, and don’t pinch your head to oblivion. I have never ceased to be amazed at how tight headbands are, mainly because I have a tiny head.
I feel like I spent a year and a half (or about half of the movie Amadeus, whichever sounds about right) getting this one cute and I still never wear it. I think it needs a blue sundress.
p.s. For this one, make sure to glue a square of felt on the back of the embellishment for extra security.