Ruined Childhood - Origin of Finn's Hat D:

From the wiki:

"It was revealed in "Memories of Boom Boom Mountain" that Finn has had his hat ever since he was an infant. Pendleton Ward has stated that Finn got his hat as a baby when he skinned a bear out in the woods.This is possibly confirmed in the episode "Little Dude", where Finn remarks at the end that he needs a new hat, and Jake replies that they need to go skin an evil bear."

This is canon, by the way