When I first began inquiring into Orthodoxy, I asked an Orthodox fellow I know some questions. One of the things I had heard was that women can't wear pants in the church. So I asked about it. He gave me the answer to my question, but then also told me of women veiling.
Now I gotta admit my jaw just about hit the floor when he mentioned that. I was like "they DO?" and the unspoken part was "like the MUSLIMS?" (conveniently forgetting that women in the RCC also covered their heads until about 1970.)
Well, the thing that helped me understand was when this fellow in a very kind and non-judgmental way said to me, think of Mary, the Theotokos. Have you ever seen a picture of her without a head covering? Of course the answer was "never"...even in portraiture that's meant to mock her, the head remains covered. Then the light came on. I liked the idea of being in imitation of the Theotokos, plus I have a great deal of respect for this individual so if it's that important to him to mention it to me, well...
So I've happily worn a headcovering almost from the start of attending the OC, but now I wear it for my own spiritual benefit vs pleasing that other fellow. I see it as my "veiled treat" as it were. Men don't get to do that.
Of course each person must make up their mind regarding headcovering but I encourage it because it really does put you in a different headspace at worship...at least it does for me. At the risk of sounding "convert crazy" I feel like when I have on my headcovering, I go from being the somewhat "sassy", boisterous, and some say "intimidating" large sized Afroe'd sistah I am to being a virtuous, gentler more 'feminine' woman like in Proverbs 31. I definitely feel more feminine in my scarves. Kind of like the spiritual version of the mild mannered bespectacled Clark Kent entering that phone booth and emerging as the very powerful and decidedly virile Superman with that cape (no disrespect intended but you get the idea).
Ok, so maybe this may sound a bit prideful to some, but this past October, I got the best compliment ever in my life. It was at a GO church I visisted in another city (about 150 or so in attendance at Liturgy, but only 5 women in the entire place veiled) and after the Liturgy a guy came up to me and said to me "you look like a good Orthodox girl." It was the best compliment ever since I'm not even chrismated yet!