Devotional/Men's Head Covering Source: Pesachim 111b

Thanks for the translation in this post go to Sarah Mulhern, rabbinical student and a friend of mine.  Commentary (and any blame) is, of course, mine.

Text:

ההוא בר קשא דמתא דאזיל וקאי גבי זרדתא דהוה סמיך למתא, עלו ביה שיתין שידי ואיסתכן. אתא לההוא מרבנן דלא ידע דזרדתא דשיתין שידי היא, כתב לה קמיע לחדא שידא. שמע דתלו חינגא בגויה, וקא משרו הכי: סודריה דמר כי צורבא מרבנן, בדיקנא ביה במר דלא ידע ברוך אתא 

Translation: 

A certain town-officer went and stood by a bush near a town, whereupon he was set upon by sixty demons and his life was in danger. He then went to a scholar who did not know that the bush was haunted by sixty demons, and so he wrote a one-demon amulet for it. After, he heard how the demons suspended a harp on the tree and [mocked him] singing: ‘The man's turban is like a scholar's, yet we have examined him and found that he does not know "Baruch Atah".’

Comments:

This source is very much aggadah: story, rather than halakha.  Obviously, the story is full of folk beliefs of the time- demons and amulets.  But it tells us something about what wearing a turban indicated socially in the time.  Namely, it was a marker of status, and seemingly, intellectual status.  It wasn't what every man wore- and wearing one in this case was viewed as pretentiousness for the "scholar" in this piece of aggadah.

Obviously, head covering doesn't have any of the same connotations now- although I've heard similar sorts of reactions to the relative "frumkeit" of how people dress.