I lost count of the number of times this past winter that I slammed by head into overhead branches and wished that I had been wearing a helmet. But, by the time I got down and back out on the trail again, I had forgotten about the trauma until it happened again, and again. The deep snowpack this past winter was probably in part to blame, as our heads were protruding higher into the trees than usual.
When I began rock and ice climbing many years ago, most of us wore helmets. But, soon very few younger climbers were wearing them, as the helmets were quite heavy, like ski racing helmets. But, as helmets became lighter the past couple of decades, more climbers are wearing them again.
I began wearing a helmet for downhill skiing a few winters ago, and for back-country skiing we do indeed also wear wrist, elbow, and knee pads, as joked about in an earlier reply. Back-country skiers some times look like hockey players.
It is now the law to wear a helmet above treeline in Baxter State Park during the winter, I believe.
But, perhaps the item that I find most important for hiking below treeline during winters such as this past one is a pair of ski goggles, or at least glasses, as those branches stuck into the eyes really hurt. "Ow;" "quit it."