/cgl/ - Cosplay & EGL

I need a lot of help...I haven't tried to wear a wig since growing my hair out. Right now, the bottom of my hair hits about my lower back and it's very, very thick. I bought Luthien from Arda Wigs for my f!Corrin cosplay, and when I try to put it on, it just looks makes my head look enormous. The headband barely even fits any more. I tried the pincurl method and pinned my regular hair up more or less evenly, but it still looks like it's sitting on top of my head as opposed to being a part of it. The wig keeps sliding back so you can see the wig cap, too. Am I doing something wrong?