Your hair and hat are made of charged particles, like protons and electrons. When you take your hat off your head, the hat and hair rub together, taking some of the negative electrons from your hair and giving it to the hat.

A basic law is that similar charges (positive to positive) repel each other, and opposite charges (negative to positive) attract each other. Your positively charged hair gets attracted to the negatively charged hat. If we look at one piece of hair, we will see all those positively charged particles repelling each other away, forcing your hair to stand up straight.

The reason this occurs most often on cold, dry days is because there is low moisture in the air. When water particles get in between the hair and your hat, it blocks some of the charged effects. This means that when its dry, and there aren't many water particles to block the electric effects, your hair will stand up the most.

I hope this answers your question. Next time you take off your hat, hopefully you will notice the attraction!

I was in a cold dry place during the eclipse, and at night in the dark tent I could even see tiny sparks flying between my hair and my hat. It's called 'static electricity,' and it happens when a few electrons get pulled off the atoms in your hair and onto your hat. That leaves your hair with not quite enough electrons.

Electrons have a negative charge, so your hair has a small positive charge when a few electrons leave it. Positive charges repel each other, so your charged hairs repel each other and stand out from your head.

I'm actually guessing that it's your hair that gives away electrons. It might be your hat that gives away electrons. I don't know what your hat is made of. Electrical conductors, like wires, give off electrons, and the internet says wool is a conductor, though not as good a conductor as a wire. Wool is animal fur, and fur is the same as hair, so hair must be a conductor, too.

Thank you for your question. I learned some useful things, about how electrical conductors lose electrons and electrical insulators pick up electrons, but just on their surface.

This Scientific American article is good, and it has easy experiments to try:

scientificamerican

Here are a teacher's notes about static electricity, from the internet -
teachersnotes :

• after rubbing wool on a rubber balloon, the balloon should repel a negative pith ball - wool is above a rubber balloon on the list.
• after rubbing hair on Lucite, the Lucite should repel a negative pith ball - hair is above Lucite on the list.
• after rubbing wool on PVC, the PVC should repel a negative pith ball - wool is above PVC on the list.
• after rubbing wool on styrofoam, the styrofoam should repel a negative pith ball - wool is above styrene on the list.
• after rubbing polypropylene on glass, the glass should attract a negative pith ball - glass is above polypropylene on the list.
• after rubbing wool on Lucite, the Lucite should attract a negative pith ball - Lucite is above wool on the list.