Depending on the character you wish to cosplay, you might find that you need to add color or thickness to your wig - especially if the wig fiber content is thin. While it is possible to dye the wig fibers of a light colored wig darker, it's impossible to add highlights (lighter color) to a darker wig without physically adding more hair.
For most, even thinking about messing around with a threaded needle on a newly purchased wig might sound intimidating. Many people commission others to do what they're afraid to do themselves, after all. But commissioning can be very expensive, so learning how to do this yourself will save you lots of money.
Next, you'll need to place your wig on a foam or canvas head and secure it on a wig stand. I use a tall tripod stand so that I can adjust the height to make things easier. I also prefer a canvas head over a foam head, because the hole at the bottom of foam heads tend to rip on the wig holder if it's moved around a lot - especially if the wig is heavy.
Once your wig is secure, carefully part the hair along one of the existing weft lines - wherever you want your new wefts to go. Bind any hair that's in the way to the top using hair pins, clips or large duck bill clips.
Take a layer of wefting and pin it over the exposed weft line. Once your reach the end of the hair row, trim the extra wefting off, fold the end of it over and pin it down.
Starting at one end of the weft line row, you're simply going to sew the new wefting on top of the existing one, as closely as possible to the original weft line. When doing this, be careful not to loop around any of the weft lines directly above or below the line you're working on. Basically, all you're doing is attaching the new wefts to the existing weft line by looping the thread around it, using the curved needle. Once you reach the end of a row, you can knot the thread off. Be sure to double your thread for extra durability. It's okay to sew across the elastic bands that run vertically. Just carefully sew along the bottom edge of them.
For faster thickness, you can also double the weft strand by folding it over and sewing it together before positioning over your wig. I don't suggest more than three layers, though. The more layers, the harder it is to make sure you are looping the thread around all layers when attaching them to the wig.
Using this process, I attached lighter color hair wefts to make highlights in my darker colored Zelda wig.
I really wish there was a better way to explain this process in writing. For an even better understanding, I encourage you to watch Arda Wig's video on how to sew wefts by clicking --> here <--.
Read on for weft attachment option #2...
Option 2 - Hot Glue
Sewing the wefts to your wig is the most secure, fail-safe option. But if you're in a hurry and have a very steady hand, you can also hot glue the wefting on. I chose to do this for my cotton candy themed cat wig, because it was much faster than sewing (I just didn't have the patience).
For this, you'll want to use a small hot glue gun (one with a small nozzle), because it will make a narrow, more precise line of glue. You'll also want to make sure that your underlying wig head is covered with someone that will protect it in case the glue runs. If you're very careful, and work slowly, it shouldn't run at all.
You'll basically part the hair in the same way, using clips to pull back the layers and expose the weft line you'll be working with.
You can either double layer the wefts that you're adding in advance, by hot gluing (or sewing) them together, or apply a single layer at a time. (I prefer single layers to make sure they're well-affixed) Using your small tipped glue gun, gently squeeze a narrow line of glue along the base wig's weft line - being careful not to apply too much. Also, don't make the line too long. You'll need to start affixing the new weft before the glue cools, so work a little bit at time time until you reach the end of the weft line (or complete the circle if you're doing this close to the crown of the wig).
Repeat this process through other sections of the wig as much as you please, being careful not to spurt out too much glue and avoid gluing over the elastic strips, which control how the wig fits your head. Only match weft line to weft line and glue only on that line.
Special thanks to Malinda Mathis for coaching me on the sewing technique!