I recently learned of the nifty hats given out at PAX this year when I started following /Skyrim on Reddit. Not wanting to pay a bunch of money, I decided to make my own. It's pretty a pretty simple pattern.

With my Amazon order not arriving until sometime in the afternoon, I figured I could waste my time by putting this Instructable online.

Step 1: Buy Parts

The first thing you need to do is acquire parts and tools. All of these can be found at JoAnn's or whatever craft store is nearby.

Tools:
Sewing Machine
Scissors
Printer
Marker
Sewing Needle
Pins

Parts:
Off-White Felt (a little yellowish) x Half Yard
Dark Grey Felt x Half Yard
Off-White Thread
Dark Grey Thread
Stuffing

Feel free to mix it up. I think a tye-dyed Iron Helm would look awesome.

Step 2: Print Pattern

I made a pattern for two reasons: Practice and it sounds impressive. These fit on standard 8.5"x11" sheets of paper. Try to minimize your margins as these take up a lot of space.

You need to cut out your pattern, and then start arranging them on the fabric you want to cut.
You need two sets of horns, so two positives and two negatives.
You need one set each of Front and Back (one positive, one negative each).

I was lazy so I just made one of each. If you do that, take note that you should physically flip the pattern when cutting the other halves, as this keeps your mark-lines all on one side which we will hide on the inside.

A little explanation on the versions for those curious about what iterations I changed while making the pattern:
Horn v1 was edited to include an angle for the side of the head.
Front v1 was shrunk a tad on the edges and the eye rotated a tad, v2 had the eyes moved lower.
Back v1 was shrunk a tad on the edges.

And for those that want to know how, I am good at spatial reasoning, so I just free hand drew the patterns and then made changes after a couple test hats (given out to friends that also picked up Skyrim).

Step 3: Mark Parts

With your pattern printed and cut, arrange on the fabric and mark an outline with the marker.

Step 4: Start Cutting

Then cut the parts out.

Step 5: Pinning Together

Match each set with the mark-lines on the outside.

Take your box of pins and pin those bad boys together. I try to focus on the main corners and turns, keeping the pins evenly spaced.

Step 6: Sewing

Sewing's pretty easy. There are plenty of guides on this site that can teach you better than I can.
I like to keep my excess fabric to the left, and remove pins before I go over them.

Sew as suggested by the red lines on the photos.

Step 7: Stuffing

After most sides are sewn on the horns, we need to flip them inside out and add some stuffing. I was too lazy to measure before hand, but the total weight of each horn was 22 g after stuffing.
You don't want them to be too firm, as that makes them heavy. They can be rather loose and hold their shape.
After stuffing, just sew that last side close. The stitch won't be as pretty, but this end is inside the hat so it doesn't need to be pretty.

Also, make your first pieces of stuffing small, and later ones can be larger.

Step 8: Adding Horns

Flip the hat ride-side out and feed the horns through their holes.

I angled mine slightly forward, and it probably wouldn't hurt much which ever angle you choose.

Starting at the bottom, I hand stitched the horns with the dark grey thread. Going around in a circle every so often just to secure the horn in place. I also put a few stitches at the top near the base of the horn.