First of all I took my piece of fabric and cut it into strips about 1 inch in width. You can make the bigger if you want, but I like small headbands, and once all three strips are braided, it turns out to be around 1/2 inch wide. Oh, yeah-- you'll need three of those strips since we'll be braiding them ^.^
Once that is finished you need to cut the ends of the strips to a blunt point and place them on top of eachother
Here you see at the beginning you must sew the ends, and then braid. Once you have braided all the way to the end, snip the ends like you did at the beginning, and then you can sew those ends.
Now for the elastic-- now this, you have to slide through the end of the braid
To keep the elastic in place, you must put the needles through the middle.
Do this, and then measure using your head to see how much you'll need.
Next you need to co ver up those ugly ends ^.^
To do this, take a piece of the fabric a little bigger than this one in the picture.
You'll need to fold each side of the fabric twice over and pin it like so--
After it is pinned (top left) you can put two stitches on the short ends and three on the long ends, securing the corners with many stitches as you go along ;) Once that is done fold the piece around the end of the headband like so (top right)
Once you've wound the piece around the end, then you can stitch it securly-- don't worry about the look of these stitches, the top left picture is the bottom of the headband and the top right will be on the top.
Hope you enjoyed this tutorial! Tell me if you have any questions!