I intend to knit this (http://knittingoddess.blogspot.com/2009/09/entrelac-cap-pattern.html), and it calls for worsted weight yarn ("2 skeins of Noro Kureyon").

I bought 100 g of yarn, and after doing some research I came to the conclusion that what I bought isn't worsted weight; it's too thin.

The label recommends using 3-3.5 mm needles. It also says that with 24 stitchesx32 rows on 3.5mm needles you get 10cmx10cm.

I really don't know what to do. I like this yarn too much to knit something that will come out wrong. Do I knit it anyway (consider that I will follow step by step the pattern indicated)? Do I knit it by holding two strands of yarn on my finger (I only have 100g, don't even know if it will be enough)? Or do I save this yarn for something later and just buy "worsted weight"?

Hmmm you could knit it double stranded, but I think you're going to need more of it, maybe not. You can add more sts, but that's going to need a lot of math. Or you can take it back and get thicker yarn - you bought sport weight I think. Look for a yarn that uses needles size 7 to 9 (4.5-5.5mm) and gets about 17-20 sts per 4"/10cm. Or keep this for something else and get a heavier yarn.