No they wont hurt your head if done properly - even with a hat on
Which ones are you going to get? I used to do the glued wefts on myself and friends, but they absolutely ruined my hair. I reverted to clipping the wefts.
I am going to get the bonded ones done for my wedding.
They shouldn't hurt your head when wearing a riding hat i used to have bonds 'Racoon extensions' and had them in and out over 2years and was completely obessed by having them and they never hurt my head when riding although i did buy the cheap wefts you can put in yourself or get friends to do and found these more annoying as they felt stuck to my actual head rather than strands of hair but they do ruin your hair to some extent i've not worn any for 2 years now much to my disgust but my hair has finally grown and looks in better condition.