I've made a few that are more hairbands than bandanas, I guess. Cut a piece of fabric that is long enough to fit around your head, then cut it so that it's wider in the middle & tapers at the ends. Tie or pin it around your head, right side down, and mark where to put darts to make it fit smoothly around your head: one in the middle, and one behind each ear works well. Sew in the darts and finish the edges, either by hemming or with bias tape or ribbon. I like to make 2 out of different fabrics and sew them together to make 1 reversible hairband. Then, you can put some velcro or a snap on the ends to attach them, or leave the ends long enough to tie.
I hope that's clear, and that it helps!