"An Act Fraught With Significance" - Wearing A Yarmulke
Covering the head has become significant and valuable, not because it has any inherent meaning but rather as a conventional sign of belonging to a certain group of people and of a commitment to a certain way of life.
The ba'al teshuvah must be aware of this symbolism. On one hand, if he does not cover his head, he will be regarded by the Orthodox (particularly in Israel) as a deviant from the true path, no matter how observant he is. On the other hand, if he is not fully observant, at least in public, the fact that he covers his head may lead others to see him as hypocritical. Indeed, it may cast a shadow of hypocrisy over the entire observant community. Thus, covering the head is an act fraught with significance that must be weighed very seriously. But if one does intend to live an observant life, not in secret, as a kind of Marano, but openly, he should "not separate himself from the community" but let other people know his intentions in this symbolic way. By doing so, he actually helps them relate to him and avoids awkwardness both for himself and for others.
(Rabbi Adin Steinsaltz)