I don't know how other people do scarves on their hair, but this is how I do it:
Put your scarf over your neck, under the hair, even the edges, take one end and wrap it up and over, take the other one, wrap it up and over, and tie on the bottom. You can make it more or less headband-y looking (as in, not how I have it pictured).
I did this a lot when my hair was going through an awkward growing-out-from-a-pixie-cut phase before getting dreads.
Now I do it a lot with dreads because I've come to accept the fact that I'm a hippie and I might as well embrace it. Also on days when I don't want hair in my face but I also don't want to tie it up in a bun or something.