Gloves are both a symbol of society and a symbol of separation.  In earlier times, particularly Victorian times, it was considered improper for a lady to be in public without her gloves on.  She must have gloves in order to separate her bare skin from the notice of society, and to ensure that she not touch the bare skin of another, particularly a man.  This sort of separation, even alienation, marks Amy's character.  She is emotional removed from the people around her and inconsistent in her behavior, either expressing leadership or showing petulance.  She prefers fake and lifeless objects to real ones, as shown in the case of the bird. 

As symbol for society, the glove takes on a secondary meaning.  Amy hesitates to conform to society's wishes.  She has to weigh her own values against those of the community, such as dressing appropriately and performing "homely" duties.  She does eventually "don" the glove, taking on the behaviors of the community in order to please Randolph.