E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
A pilgrims hat. Warburton says, as the chief places of devotion were beyond sea, or on the coasts, pilgrims used to put cockle-shells upon their hats, to indicate that they were pilgrims. Cockles are symbols of St. James, patron saint of Spain. Cockle=scallop, as in heraldry.