OK LETS TALK ABOUT THIS. She is wearing a headscarf because she is losing her hair. This is a DIRECT REFERENCE to Gray Gardens. There was a woman who lived with her mother in a dilapidated mansion. This woman, “Little Edie” suffered from Alopecia, a loss of all of her hair from stress. She was known for wearing headscarves and old fur coats. Why does any of this matter? BECAUSE JESSICA LANGE PLAYED LITTLE EDIE’S MOTHER “BIG EDIE” IN THE DOCUDRAMA ABOUT THEIR LIFE.