It's okay to be confused - we all are when this disease first hits us. Hair loss is pretty common, unfortunately, but unless you have scarring from scalp lesions, it generally grows back. It may be a different color or texture when it comes back, so don't be shocked if you go from straight to curly, or the other way around. In the meantime, it's important to protect your scalp both indoors and out - a good sunscreen and a tightly woven hat that doesn't let sun through will protect you from sun exposure. As far as night time - I found that men's nightcaps are generally made of really soft material that doesn't itch - they may look dorky but at least they are warm. You can find them in the mens department at a lot of stores.
Learning as much as you can about this disease is a good way to get a handle on it, and get over some of the fear and confusion. There are several books for newly diagnosed lupus patients, and you can also get more information from the resources links on this forum. If you have started on medication , it mat take a while to kick in, but hopefully, you will start to feel better soon. Lupus is a lifelong, chronic disease, but most people learn to manage. As you become more experienced with the disease, you will learn what your body can handle, and what things may trigger a flare up of the disease. I know it's very hard right now, but it does get easier. And there are always people here to listen and try to help.