by Israel ben Betzalel, at Messianicblogs
Listen to this:
According to the Torah, is a man commanded to wear a kippah or other head covering? Is a woman commanded to wear a head covering? If we are to be ready to “guard” the commandments of God, then yes, wearing a head covering is part of fulfilling that mitzvah to be on guard to do God’s commandments concerning head coverings.
As it is written:
And Moses and the elders of Israel commanded the people, saying: ‘Keep all the commandment which I command you this day.
“Keep” is the Hebrew word “Shamar” which means to “guard” or “hedge around” as if to protect what is inside.
In this, the Torah teaches us that we are to create a hedge to always be ready to do God’s commandments.
There is much more to this answer, including scripture and reasoning. It's all about submission to God, and guarding His commands. Recommended reading.
This blog also appears on the The Jerusalem Council - Messianic Beit Midrash: Global Forum for Messianic Judaism, Halakha, Apologetics, and Torah Study.