Well if i was told the correct thing one of the main reasons Shiks wore turbans in the past was to protect their heads when they fell off their horses in battle. So yeah, a helmet.

Also apparently the "bracelets" were to tie their swords to so if they dropped it while on a horse it wouldnt just fall leaving them weapon-less.

Theres more reasons behind the 5 K's (the above being two of the) but i cant really remember them.