Besides looking stylish, there is a practical purpose for a country girl to wear a hat to a concert. If the concert is during the day, the hat can help shade your face and protect it from the sun. Of course, you should always bring and use sunblock as well, but the hat serves as an extra layer of protection.
Since it is a country concert we're talking about here, cowgirl hats of any shape, kind, and color are perfectly acceptable. However, we wouldn't suggest digging out your trusty ten gallon hat, unless you plan on standing at the very back of the crowd!