I got into the habit of wearing one when I worked at a Girl Scout horse camp. EVERYONE, regardless of age or experience with horses, had to wear a helmet for insurance reasons. Now, I feel naked if I don't wear one. Before I worked at the camp, I'd never worn a helmet in my life (well, except to ride a bike, but I don't do that hardly at all 'cuz I have horrible balance on bikes).
The trainer at our barn had a nasty fall when she was going out with a dude string ride and the horse she was riding freaked out crossing the road. Horse reared and the trainer (who has an amazing seat and has been around horses her whole life) came off and landed hard on the pavement. She had a major concussion that could have been prevented had she been wearing her helmet (the ONE TIME in years of riding that she didn't wear one).
It is a personal choice and I'm not one to judge people either way. I, however, wouldn't be caught on a horse without one.