How do you get pikachu wearing a hat?

Yeah, they're just alternative costume Pikachus. Most characters just wear different colour clothes when wearing alternative costumes, but the ones that don't wear clothes will just wear a hat or sunglasses etc. It's mostly to prevent confusion in multiplayer mode if two people are the same character. However, it's also available for any player (in single player or multiplayer) to change any character's costume to their preference. Just highlight the character and press either 1 or 2 (can't remember which one).

go to your character selection and move the hand over to pikachu than click on it and pikachu will have a hat and if you keep clicking on pikachu you get goggles and all sorts of stuff

Just choose Pikachu and press 1 or 2 for nunchuck/wii-mote controls and, X or Y For Gamecube/Classic. Other than that you can just move the cursor down to where you see Pikachu at the bottom of the screen and press a/2 until you get the hat you want. This works with every character you want to change colors for...

Theyre alternate costumes.you can get them by pressing x or y on gc controller while hovering over the box showing the nickname.