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The grandmother wears a fine hat for the family car trip, completing her outfit and indicating that she is a lady in case anyone should find her body after a crash. In her mind, her status as a lady is of utmost importance—far more than comfort. Emphasizing this view is the fact that she calls on her identity as lady in an attempt to escape murder at the hands of the Misfit.
After the car accident, the hat is damaged, mirroring how the grandmother’s belief in her status as a lady is damaged. Now, she is sitting at the side of the road just like the Black boy she saw earlier in the story and whom she looked down on. She eventually drops the hat into the ditch, abandoning her fine ideas of herself. This act symbolizes how her identity as a good lady was a flimsy façade that she had built up for herself. Once tested, it falls apart. The Misfit recognizes this façade in her but does allow that the grandmother was good once her life was threatened.
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By Flannery O'Connor