ANy special way to join the seams on a baby hat? What about the brim? It rolls up?
Mattress stitch is usually the way you’d seam something like that. There is a video at the link at the top of the page under the tips section. 
Maybe the edge is supposed to roll up? It shouldn’t do it so much once you’ve seamed it, but will still roll a little.
Oh yeah…if you knit it in all stockinette it will roll. You need a non rolling edge like garter, ribbing or seed stitch to prevent that. A few others will work, too. There’s a thread at the top of the forum addressing this.