Remember, as a child, when your Mom told you that you would catch a cold if you didn't wear your hat during cold weather? Turns out she was right (of course).
Most of your body heat escapes from your head. Therefore, wearing a winter hat is a very effective way to stay warm. And, stay with me, staying warm conserves your body's resources which can be used to fight off a wintertime cold.
Just another reason why hats have been such an important part of human existence. And just another reason to thank your Mother this Thanksgiving.