If you value your faculties, wear a helmet!

It's a BHPA rule that a helmet must be worn. Insurance is provided on the basis that BHPA rules are adhered to. So if you fly without a lid - you may find you have no insurance...

I witnessed and was first aider at a paragliding crash where the pilot's helmet came off (4Fight, came off while done up with no visible damage to the helmet.) The russian female pilot had visible severe head injuries and is understood to have died after repatriation.