I don't know of any priest who will tell you NOT to cover your head (oh, wait, I do - but it was second-hand info). So, it's up to you to do it at a parish where other women don't cover. Just depends on your comfort level. Ask the priest, as well.
Frankly, it might be best, at least for a while, to do as other women in your parish do.
You might feel more comfortable in a hat rather than a scarf, at first. Nice straw hat with a scarf or wide ribbon wrapped around the crown, tied in a bow in back, and ends trailing down a bit?
In my OCA parish, a very few women cover. There's one ROCOR family that comes occasionally. They wore their scarves at first, but don't now. I'm sure they wear them when at the ROCOR parish.
Frankly, being dressed modestly is more of an issue than women covering their heads, in my experience. It's always startling to see a woman dressed scantily, in a hoochie-mama short skirt and showing lots of cleavage or in very tight pants - but topped with a head scarf. These are mostly foreign-born women who were taught you always have to have your head covered in church, but somehow the dressing modestly lesson was skipped.