I would like to know if there is a command in the Torah for women to wear a head covering? is it a sin if not wearing it? I never pray without my head covering.
Based on a verse in the Torah, which describes uncovering a woman’s hair, the Talmud derives that part of the Torah code of modesty includes covering the hair. It is practiced specifically by married women (or women who were previously married). However, there is no obligation to have one’s hair covered at all times, and the obligation to cover the hair is specific to places in which modest dress is required, such as in the public domain.
According to kabbalistic sources, there is particular stringency is a woman keeping her hair entirely covered at all times.
Sources: See Kesubos 72a; concerning the private domain, see Beis Shmuel, 21:5; concerning the Zohar, see Chasam Sofer vol. 1, no. 36; yet, see Iggros Moshe, vol. 5, no. 37, who writes that there are no women around who are so stringent as to cover their hair at all times.