60 percent of Americans admit that they know nothing at all about the Sikh religion, which just so happens to be the fifth largest in the world. The Sikh are generally considered some odd offshoot of Islam (or Hindu religion, seeing as the overwhelming majority of Sikhs are from India), when they're considered at all.
But the Sikh are their own thing entirely: Guru Nanak, the founder of the religion, was born Hindu, but created his own religious belief system in the late 1490s, after reportedly drowning in a river and reappearing three days later. Nanak's new tenets involved some pretty wild and crazy things, such as equality between sexes, and an overall belief that the caste system is completely ridiculous. Guru Nanak envisioned the Sikh as a proud group of saint-soldier types, meaning that right away, they were assigned the Paladin class while the rest of the world's religions were stuck with monks and clerics.
In 1699, the tenth Guru of the Sikh, Gobind Singh, refined the Sikh look by introducing the religion's physical symbols, the 5 K's. A Sikh wears these five symbols at all times to show off the positive aspects of their faith: They never cut their hair to symbolize holiness and strength. They always carry a wooden comb for the cleanliness of mind and body (and for, you know, the hair), a steel bracelet to show restraint, a badass ceremonial blade to symbolize their status as spiritual warriors, and a special cotton underwear for chastity (and to make fighting easier. Yes. They have fightin' underwear).
The turban was the Guru's way of thumbing his nose at the aristocracy (who were traditionally the only ones allowed to wear it), and because it happened to be part of the military uniform at the time, it was a fantastic way to keep the long hair in check. It's considered the most visible symbol of the religion, and a fully anointed (Amrithdhari) Sikh can never uncover their head in public, which, incidentally, explains why Ahluwalia could not remove his headwear in the first place.