A yarmulke or Kippah is a small clothcap worn by Jewss. Traditionally it was worn only by men, but in modern times the push for equality between the sexes in the practice of Judaism has lead some women to wear yarmulkes. Some Jews only wear yarmulkes while praying; others wear yarmulkes the entire day.
The basis for wearing a head covering is a story in the Talmud (tractate Shabbat).