Frequently Asked Questions What should I know when buying a wig for the first time? Before you go down the rabbit hole, the secret to successful wig shopping is research. For starters, don’t anticipate being able to buy it ready-to-wear—in most cases, you’ll have to do some customizing (i.e. plucking, curling, straightening, etc.) to get it to look the way you want.”Measure the diameter of your head to ensure that your wig is the proper size for your head,” Davis says. Embree adds that it’s also important to check the specifications of the wig you want.