Ghastly Hat is a cloth helmet in Witch Hunt.
Acquisition
Obtained when Finn joins your team. Although it should be in his starting equipment, the helmet description states that Finn hates wearing it.
Trivia
Although it refers to Finn, it is not in his initial equipment, and is not a gift for him. (He simply chooses not to wear it because he hates it.)
This hat (like his staff "Vera") is a reference to the character Jayne from the television series Firefly, whose mother knitted him a singularly ghastly hat. (It should be noted, however, that Jayne was actually rather fond of his.)