The deposed Henry VI wore a paper crown as part of his senile self-delusion. In his first scene, there's a closeup shot of the crown so that we can clearly see it's made of paper. Edward IV and Richard later refer to Henry as "the paper-crown king" in their conversations.
Henry is given a real crown only when he rides through the streets on his way to and from the battle against the Prince of Wales, so that the public won't realize Henry is addled. Edward and Richard have spread the lie that Henry has renounced the throne and turned against his son, the Prince of Wales, so they don't want the public to realize Henry is not of sound mind and thus incapable of making these decisions.
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