Definition & Meaning of "[hold|hang] on to {one's} [hat]"

What is the origin of the idiom "hold on to one's hat" and when to use it?

The exact origin of the idiom "hold on to your hat" is not well-documented, but it likely emerged in the United States in the 19th century. It is derived from a practical piece of advice given to people in windy or turbulent conditions to prevent their hats from blowing away. Over time, it evolved into a figurative expression used to warn or prepare someone for a potentially tumultuous or surprising event.