The headband writing was really kicked off in earnest in the late 80's (1986-88 time period) when a buddy of mine who goes by the name of Jeff was the Blue Devil. He was from Chicago, and a huge Bears fan. Da Bears had a quarterback who went by the name of Jim McMahon who liked to wear white headbands with messages on them (and they made a really really bad 'rap' video, the Superbowl Shuffle) after he was told not to wear the one he liked, which had an Adidas logo, since Adidas was not a sponsor, or some such nonsense.
Jeff wrote his own messages on the headband.
Class of Billy King and Chris Moreland