They never asked what size I needed when I ordered mine - depends how you're putting it on your head I suppose. Is it like an alice band? Mine is a tiara that goes horizonatlly on my head into my hair... not sure that's a very good description - you hold it level to the top of your head and slide it into your hair above your ears... it's quite bendy too becasue of how it's made so probably has some give in it... I did have a solid one for my graduation ball and that went on in the same way. Thought it was one size fits all...
I thought the same thing when I received my tiara, as it didn't seem to fit on my head properly. My future sister in law who's a hairdresser, said it will be fine on my wedding day, as it actually sit in amongst the curls in my hair, not flat against my scalp.
When I was trying tiaras on, I found that some of them fit my head better than others (some felt like they were too small and like they were going to pop off my head and others just didn't feel "right" to me). Here is a pic of the tiara that I ended up buying so you can see how it lays on my head...I LOVE it
It looks like it would just sit on the top of your head, in amongst curls or even a loose hairdo, more towards the back of your head. Bobby pins would be put thru the two round holes in the end to hold it in place. It's meant more to sit on your head than hug your head like Snow White's tiara. Mine is like yours, and I prefer it that way. We were playing with up-do's, and it looked really nice on.
This pic kind of gives an idea of what I'm talking about: