To be perfectly honest, I don't remember when I started wearing a Yarmulka on my head. In my parents house, there are pictures of me at 3 without one, and at 4-5 with one, so I am guessing that at some point in between the ages of 3-4 I started to wear one. With my older son, this wasn't a problem. We cut his hair at his upsheren when he was 3, and ever since then, we've had no trouble getting him to wear a Yarmulka, his little brother, however, isn't so keen. We've tried all kinds and types of Yarmulkas, hats, and other head coverings, but alas, none has lasted more than a few minutes (thankfully, at his upsheren he kept the Yarmulka on long enough for us to snip and snap pictures).
I am trying to be a little more forceful with him about it, but I hesitate. I have this inherent fear that if I push him and push him, he will never want to wear one and that this will be the beginning of his association with Orthodox Judaism.
We told him that he needs to wear one everyday to school this year, although his pre-school doesn't enforce it. School starts Monday, I'll let you know how it goes!