A caul is a membrane or thin piece of skin that sometimes covers a newborn baby's head. The caul is part of the anmniotic sac that protects a fetus before birth.
Most mammals are enclosed within a protective membrane before they're born, and when part of this membrane is attached to a newborn, it's called a caul. Possibly because it's so rare for a baby to be born with this caul covering his or her head, it's been considered good luck since medieval times. The word once referred to a woman's close-fitting hat, from the French word cale, "cap," with a Latin root, calautica, "type of women's headdress."