To charge a headdress, simply use the scrolls you want to store on it. The headdress will glow to show that it is charged. This will only work with combat-oriented scrolls. You can remove the scrolls at any time by right-clicking on it and selecting 'Uncharge'. To check how many charges are remaining, right-click the headdress and select 'Commune'. Headdresses can store up to 150 scrolls. When charged the headband part of the headdress changes to a bright cyan colour, although the rest of it is left unchanged.
The examine text, "It's fun to go to the O-B-E-L-I-S-K!" is a reference to the Village People. One of their members was well known for dressing up as a Native American (complete with feather headdress), and one of their most well known songs includes the phrase "It's fun to stay at the Y.M.C.A.!"
The chathead for a charged blue feather headdress on female characters looks completely different from the other headdresses, instead resembling an ogre expert hat.