There are a lot of people who believe that wearing a hat may cause hair loss. Some of them are true, others are complete myths. There is a lot of misinformation on this topic and its always best to consult a doctor or hair treatment specialist.
If you consistently wear an extremely tight hat, you could experience traction alopecia (gradual hair loss resulting from repetitive pulling or tension of hair).
So if you ever take off your hat and find some hair left behind, don’t be alarmed. It’s much more likely that this hair has already shed from your head and is sticking to the hat.