Sure, I can make a wig. Never mind I've never even worn one before.
So I don't claim that this is the most professional, long lasting, easiest way to do this. But I couldn't find anything else on the web to help me, so maybe this will help you.
Large Red Yarn - 3 bundles of it
(sorry I don't know these technical terms, you want it thick, red, and 3 bundles of it at least.)
Red fabric - just a small piece
Sewing machine & red thread
a foam ball, or foam of some kind
Step 1. Measure from your forehead hairline to your back of the neck hair line.
Cut a strip from the red fabric this length and 1.5 inches wide. Round the "front" of it- see pic below.
Step 2. Make some sort of support for your ball to sit on so it is secure enough to work on. You'll see mine a few pics down. Super inventive I know.
Step 3. Pin the fabric onto the ball, and place crappy, not too sticky, masking tape sticky side up over the fabric. On second though, you could just use some fabric tape here and stick it under the fabric and never remove it if you want, just don't put too much tape showing.
Step 4. Begin unraveling the yarn to make the hair. I held the end in one hand, and with the other continually draped the yarn over my arm. The length of the loops were around 3 - 4 feet long. Just do one yarn bundle for now. Don't cut the ends yet.
Steps 3 & 5
Step 5. Gently place the yarn onto the tape, pinning as needed. Don't press it down too hard, it will stick.
Step 6. Sew the yarn in pace by making one seam down the center. This will look like the "part in her hair."
Step 7. Repeat 4-6 with the other two bundles of yarn until the majority of the red fabric is covered and there is no white ball showing through. You don't need to cover all the red fabric, just use your judgement of how much hair you need to hide in this wig. For longer hair, use a shorter amount of the fabric strip. This will leave more loose space to put your hair in. I think my strip was around 9 inches long, and my hair comes slightly past my shoulders.
Step 8. Cut the ends and start braiding! I used an extra piece of yarn to tie the top and bottom.
Step 5 & 8
Step 8. Carefully remove the tape and trim the ends of the braid.
Step 9. Parade around in your new Cow Girl Jessie Yarn Wig!!!
For the actual use I put my hair in a bun and had someone tie a piece of yarn around the wig and bun together to secure the wig. I also used lots of hair pins to hold the backside in place. It worked perfectly and I was able to comfortably wear the wig all night!!
My crowing compliment was at the end of the night when I finally tucked the wig behind my ears, revealing my real brown hair, and heard a small gasp behind me. Later on the Disney bus ride back the Grandma sitting next to me told me her granddaughter knew I wasn't the REAL Jessie because she could see my brown hair.
That made me feel so good. That means she questioned it for a second at least! You can't ask for more than that out of your costume.
I found the hat at the Disney Store in the mall for $12 ish dollars.