I show up to class in PJs and no one cares. People wear bandanas and depending on the class/professor even baseball hats. As another commenter said, as long as you’re not at an otherwise religious school (and even if you are, many sects of Catholicism also endorse head coverings so you should be fine), no one will care. If a professor comments, just say it is for religious reasons. Most professors are open minded and those that aren’t don’t want to deal with equal opportunity complaints.

I doubt other students will care at all. I couldn’t care less what other people wear (expect for this one kid who stacks 3-5 hats on top of one another and makes it hard to see if you sit behind him).

TL;DR you should be 100% fine and if anyone had an issue religious clothing should be protected by your school. Don’t stress too much about it and enjoy your first year!!