Here is a tutorial I wrote on how to make a Witch hat. I have made at least 4 different witch hats over my cosplay career and find this one the most comfortable to wear.
The images show a Paine hat being constructed that hat was worn by my siter Kitsunebaby [link]
. Yuna's hat was created the same way, only it has a more complicated "cone" shape.
Hope you find it useful!