Your sweet babe no longer has the benefit of a climate-controlled womb to protect her. She'll need a snuggly hat when venturing outdoors in cold weather. Your baby's first hat should be made of a soft, comfortable fabric that will trap warmth but still breathe, and be snug enough to stay put. When it comes to fit and versatility, you can't beat a knit cap. Our favorites are as colorful as they are cozy.