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The Shulchan Aruch writes that one should not walk four amos with an exposed head. There are numerous reasons that one should most always cover his head.

• It displays honor to the Shechina – Glosses of the Rema
• To generate fear of Heaven – Gemora Shabbos quoted in Mishna Berurah #11.
• In order not to emulate the non-Jews. – Taz

There are many responsa among the Poskim regarding head coverings. (This is specially for men, though this point is not mentioned by the meforshim.)

• Rav Moshe discusses, in three places, if one is permitted to go bare-headed if covering one’s head will affect one’s livelihood. – Igros Moshe Orach Chaim 1:1, 4:2 & Choshen Mishpat 1:93.
• Rabbi Ovadiyah Yosef writes that in today’s day and age, covering one’s head has become a sign that one is a Torah Observant Jew. Therefore, one should be extra careful to cover his head. Rabbi Yosef also notes that there is no size requrment for a yalmuka, so long as it can be seen from all sides of one’s head. – Yechava Daas 4:1, Yabia Omer 6:15.

Even if one is in a situation where he is forced to be bare-headed, one should not recite a bracha or learn torah in that state. One cannot use his hand to cover his head, as they are part of the same body, which can’t cover itself. One can cover his head using a portion of his sleeve. 

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