Bought a hat for DD about 2 months ago (also bought a pony
). It was from a horse and country store recommended by a horsey friends and they seemed to know what they were doing fitting the hat. We were asked to wander around the store for 10 minutes I think with the hat on to see if was comfortable/fitted. DD (6) said it felt tight but the shop girl (and I) persuaded her it would give and become more comfortable. The shop girl also said the next size was clearly too big.
I guess DD has now worn it about 6-8 times but still finds it uncomfortable. Should it be feeling more comfortable by now? DD knows that she must wear the hat but it is spoiling her enjoyment of riding I think. On Saturday I thought it was better, we had been out for maybe 30 minutes and as we got back to the stable DD said 'do you think I'm being very brave about my headache today?' 
We can go back to the shop but I'm not sure what they can do about it.