It depends on the pattern (whether it's "top down" or "bottom up"). Either way, you'll probably need a set of double pointed needles. When the hat is being made, it isn't always going to be able to fit on the circular needles.
You'll have to start by knitting in a round. This is different than scarf (or normal) knitting. You'll have to connect the last stitch with the first stitch of the row. You also won't switch from RS to WS every row like with regular knitting. You'll always be on the right side. For example, to do garter stitch, instead of just knitting every row, you'll have to alternate between a knit row and a purl row. I hope that makes sense. If you've never knitted in a round, I suggest you practice on the circular needles until you get the hang of it because knitting something like a hat can be very tricky. This is because you'll be using double pointed needles along with circular needles.
I'll explain it as if you were going to make a hat from the top down. To start out, you'll need to put a few stitches on three double pointed needles and knit in a round. Just divide the total number by three (put a third of the stitches on each double pointed needle) and place a stitch marker at the beginning of the row so you know where each row starts. You'll have to increase every row by a few stitches. Work on the double pointed needles until you have enough stitches to have the hat to fit on the circular needles. Once you have that, you can bind off or do whatever else you'd like to do (like earflaps or whatever).
All of this sounds confusing, but once you get the hang of it, it's not that bad. I've only knitted for less than four years and I'm a pro at circular and double pointed needles. I also have made lots of hats for my friends!
If you need help to learn how to knit in a round go here:
http://knitting.about.com/od/knittingskills/qt/circularbasics.htm
You can find many hat patterns online. Just have fun and experiment. Don't be afraid to mess up since that's the way you learn how to fix your mistakes (hahaha).
Good luck!