Why do i get dizzy and feel like i'm going to faint when i wear a hat?

Too tight: If the hat isn't your size it might be cutting off blood flow. You also might get too hot.

External Compression: There is a syndrome called external compression headache that is similar to what you describe. When pressure is placed on cutaneous nerves in the scalp by a helment, goggles, etc. It can cause a non-pulsating dull headaches that generally resolves with-in one hour of removing the helment, etc.