Bandanas were traditionally worn in the 19th century by cowboys to prevent dust from getting in their faces while working outdoors and by bank robbers (gangsters) to hide their identities during a job or heist. Today, bandanas are worn in a similar way by modern day gangsters. The gangsters use specific colored bandanas to signify gang association (ref 1) and or to wear in times when they want their identities masked.
Lay bandana on a flat surface like a table.
Take one corner of the bandana and lift it up. Fold it over to meet its opposite corner. The bandana will now be shaped like a triangle.
Fold the bandana around your forehead and tie the two outside corners together to hold it in place. You also could fold the bandana around your neck, again tying behind your neck with the two outside corners.