Oh I remember that feeling!! I play indoor beach volleyball and wanted to get back into it well before I had much hair. My worst nightmare was dreaming that I was playing a game with my wig on and it flying across the court as I dove for a ball!!
When I started back, I started playing with a bandana on at first or sometimes with what I called my "Monk hair" and a hat. My Monk Hair was a headband that I borrowed from the Cancer Council wig library which had a fringe attached. That way when I put a hat on it looked like I had hair underneath it (or at least a fringe!). I didn't worry about it being indoors and wearing a hat....no-one really pays you much attention. Just make sure that you have the hat on nice and tight though, coz mine came off one day and boy was that embarrassing (picture bald head with head band and fringe!!).
It's great to get back to the sports you love so don't let your lack of hair stop you! The wig would probably be too hot to play in and will probably fall off but a bandana or hat can let you play. If they do happen to fall off, just laugh about it! You've survived breast cancer so what's a little bit of embarrassment :)
Good luck,
Louise x