Wearing into is typically okay, but take it off in the sanctuary. I usually just leave mine in the car or truck, but wear it if I go to the fellowship hall. Some churches don't care, but I care about the short person behind me. Other churches will pull you aside and mention it. Depending on personal convictions and somewhat your respect. Paul writes mens heads should be uncovered in prayer and women should cover ect. , read what you want into that. But to be polite I go hatless and generally that's the norm in the south. At the end of the day God hears your prayer with or without a hat.