OKAY SO HERE'S HOW IT GOES AND ALSO WHY YOU SHOULDN'T PULL ON THEM
Put your head down so that your hair hangs down in front of your face (if you're a guy who also wants to do this but you have short hair, just kinda sweep it forward, but still keep your head down. I find that the gravity helps, but if you feel like you don't need it, that's fine, too). So now take your towel (doesn't need to be huge like a bath towel, but don't use a hand towel. A bath mat-sized towel is about the smallest I'd go.) and put it so that it's centered on your head, the edge of the towel sitting just about at your hairline. Now take one side and kinda tuck it under the other, curving it around, and take the other side, make a tube, and twist EVERYTHING around (if it's you tucked the left edge, go counter-clockwise, and vise-versa if you went with the right) until you've got this twisty towel-hair thing coming from your head.
Now just kinda fold it backwards behind you so it all hangs down from the back of head and stand up straight. There you go! Now go, use this knowledge (sorry if it's a crappy set of instructions) and make your own towel hats.
I have 3 of these fancy towels that are made specifically for that. They're just the right size and the even have this elastic in the back to hold the extra towel in the back.
Put your head down so that your hair hangs down in front of your face (if you're a guy who also wants to do this but you have short hair, just kinda sweep it forward, but still keep your head down. I find that the gravity helps, but if you feel like you don't need it, that's fine, too). So now take your towel (doesn't need to be huge like a bath towel, but don't use a hand towel. A bath mat-sized towel is about the smallest I'd go.) and put it so that it's centered on your head, the edge of the towel sitting just about at your hairline. Now take one side and kinda tuck it under the other, curving it around, and take the other side, make a tube, and twist EVERYTHING around (if it's you tucked the left edge, go counter-clockwise, and vise-versa if you went with the right) until you've got this twisty towel-hair thing coming from your head.
put towel beneath
wrap and flip back