A halo being removed from its mold
A halo is given to every haibane shortly after they hatch from their cocoon. Little is known about halos, aside from the fact that they are made from melting down and molding light leaves and that they are given to help guide a new feather's future as a haibane.
If one looks closely, it spins very slowly above a haibane's head.
When a halo is first given to Rakka, there is a strong static reaction in her hair, which it is implied is caused by Hikari's experimentation with the halo mold as a baking pan at her job at the Bakery.
In the 1998 doujin, Yoshitoshi ABe explained that, though it had a fancy name and appearance, it was simply a ring and there was no particular point to it - going as far to say that it has never been said to "have existed since the dawn of time" or "bring good luck or prosperity." Whether or not this was still true by the time the 2002 anime came into being is unknown.