It is an ancient practice for Jews to cover their heads during prayer. This probably derives from the fact that in Eastern cultures, it is a sign of respect to cover the head (the custom in Western cultures is the opposite: it is a sign of respect to remove one's hat). Thus, by covering the head during prayer, one showed respect for G-d. In addition, in ancient Rome, servants were required to cover their heads while free men did not; thus, Jews covered their heads to show that they were servants of G-d. In medieval times, Jews covered their heads as a reminder that G-d is always above them.