The practice of Jewish women shaving their heads is not common among Orthodox Jewish women. However, some Hasidic women shave their heads entirely on the day after their weddings, and repeat the shaving monthly to ensure that not a single strand of hair would ever be allowed to show. This is a tradition observed by Hasidic women in Hungary, the Ukraine, and Galicia. The reason for this practice is based on an esoteric statement from the Zohar that says: "The walls of the ritual bath (Mikveh) shall not see her hair." It was also based on the need to not have any obstructions when going to the Mikveh.
It is important to note that the majority of Orthodox women do not shave their heads. Rather, they cover their hair in a variety of ways and to a variety of degrees. Some women wear a wig (sheytl) in order to cover up their real hair, while others wear a scarf (tikhl) over their hair.
In conclusion, while some Hasidic women shave their heads, it is not a common practice among Orthodox Jewish women. The majority of Orthodox women cover their hair in a variety of ways and to a variety of degrees.