Parents should preferably have their boys wear a Kippa already once they begin walking. At very least, they should wear a Kippa from the age of three, the age at which many parents give their sons their first haircut. As discussed in an earlier installment, wearing a Kippa helps instill within a child Yir'at Shamayim (fear of G-d), and so it is important that children be trained to wear a Kippa already from a young age.
When a person rises in the morning, he should put on his Kippa first, before any other article of clothing. The head is the most important part of the body, and it should thus be "dressed" first, by placing a Kippa.