Alrighty, first of all, the hat doesn't show because it's material is set to Wire, which means you only see a wireframe of it, which is invisible for reasons im not sure of. Second of all, for some reason you have selected Shadeless, im not sure if you want this, but that means that light will not affect the hat, it will be a solid color.
As for the armature, you have a lot of work to do. I'm guessing that when you parented the armature to mesh, you chose create from closest bones. You really should just do some tutorials, but im gonna lay down a basic one for you. Before parenting the mesh to the armature, name all of the bones things like Arm_Left_A...Finger_Left_A.. or whatever you want just so that you can tell what they are from the names. Once you have all the bones named, then parent the mesh to the armature and choose 'Name Groups". Then a bunch of vertex groups will be added to your mesh with the names of the bones, however none of the vertexes are assigned yet. Now you have some choices. You can go into weight paint mode and 'paint' which areas are affected by what bones, or you can go into edit mode and manually assign groups of verts to the bone groups. If you dont' understand any of this...do some tutorials..its what they are for. I believe that there are some rigging tutorials on either the blender site or the blenderwiki site. Or you could just google blender rigging tutorial.
Hope thats helpful..
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