Well, the one thing I can recommend first of all, is to embrace whats happening, don't get upset or disheartened :)
There are so many treatments out there, but, sadly not all of them work for all of us. There are of course, the treatments done in hospital or specialised clinics, or there are the 'weirder' home remedies! Try gently scrubbing the area with a sponge, and applying some tiger balm, I've seen some great results with that simple trick! Ginger also works well. I would really advise acupuncture, it worked wonders for me the first time round!
You can of course, try a wig or a hairpiece. For me, this was not ideal. Though the wig looked very realistic, you have to be prepared for the hassle, it does need cleaning, it can rip, it can look fake, and you have to be prepared, that in some situations (when going swimming or meeting new people) it can be tough to explain the wig. However, most people around me, found it more cool than weird, so don't worry about people judging you :)
If you do decide to just let the alopecia takes it's course, I would recommend totally shaving all your head hair off, and then using a razor blade to shave on a daily basis. This agitates the skin, and improves blood flow, these are the two things that most of the 'treatments' aim to achieve.
I wish you all the best of luck,