According to Hidden Street, the quest you need to get the hat (Catch Valefor!) is a Adventurer Thief-only quest, meaning no Night Walkers. However, these are the steps you need to complete the quest:
- Talk to Dark Lord in Kerning City: Thieves' Hideout.
- Go to Swamp Region: Dangerous Croco and talk to Demon's Doorway.
- You will be teleported to Mini Dungeon: Valefor Strolling Path.
- Go to the top of the map and go through the portal to Mini Dungeon: Valefor Hiding Place.
- Defeat Valefor.
- Return to Dark Lord once you have completed the task.
Additionally, the quest is a level 18 - 40 quest, and you need to have the Shumi, the Coin Maniac quest completed.