Should you wear a hat on a windy day?

Yes, if it keeps the wind away from your head, but not as warm as legend would have it. It is certainly necessary for survival conditions, but the idea that you can lose 40-50% of your body heat through an uncovered head is ridiculous. If that were the case, we would become hypothermic almost instantly. Mostly it's a matter of comfort. You do lose a ton of heat through your head, although thick hair helps prevent that, as does a hat.