we dont know what we’re doing...

I've been wearing wigs for several months now. Any wig shop or online
wig site should sell stocking-like caps that cover your hair. I have very
fine shorter hair and have found that one of those stretchy circular plastic
comb thigies is the perfect thing for my hair to keep it out of the way as
well as to keep the wig firmly on. The stocking cap thing kept slipping up
and off of my slippery soft baby hair.

You should know that new wigs often need to be professionally blocked
to fit your head perfectly. New wigs ALWAYS need a good professional
cutting/styling before you wear them to keep from looking weird and
wiggy. They're send from the manufacturer with way too much hair. The
pictures you see online are always after the wig has been heavily styled.   
I found a good wig full-service wig shop to help me with mine. They also
do a great job of cleaning them.

Wearing wigs is something that requires a little bit of a learning curve to
get the knack of putting them on and keeping them looking good. They
also take a bit of getting used to wearing them, I've found. On the
upside, it is great to wake up with mattress hair and throw on a wig and
look great if you need to be out of the house in five minutes. Good luck
to you!