In the novel 'Catcher in the Rye' there could be several reasons why the main character Holden Caulfield chooses to war his hat indoors - it is up to us as readers to pick up the subltle markers and come to our own conclusions. We all arrive at a text with different experiences, so different readers will have different ideas speaking to them from a text. As a parent and teacher, for example, my observations would be that teens like to be different. The hat is a hunting hat - this is significant in terms of the theme of a 'catcher.' So, Holden is hoping to catch something. Also, teens (and particularly Holden) like to distance themselves from adult's values - so Holden is trying to advertise his 'uniqueness' and mark the fact that he is random and not 'phony.' He may derive a genuine sense of comfort from wearing the hat inside - perhaps it makes him feel close to someone or something it reminds him of. But he remembers to take it off at important times too.