So in Red Dead Redemption 2 online you cannot equip bandanas the same was as single player. Now in the online version you start without a bandana.
In this video I show you how you get a bandana and how to use it.
Once you’ve purchased the bandana you’re after in Red Dead Online, to equip it, you’re going to follow the same steps you did to do so in Red Dead Redemption 2. But first, you need to add it to your outfit.
To do this, you’re going to have to head to your camp. This is marked on your map by the blue tent icon. Head here, and walk right over to the blue tent icon. It should lead you to a roll-out bed on the floor, as well as some other bits and pieces lying around it. Press X on Xbox One or Square on PS4 when given the option to access your wardrobe. Select the bandanas option and then press A or X in order to equip it until your character can be seen donning it.