From the FAQ

Am I required to wear a helmet?

While it's not required, Nice Ride recommends that everyone wear a helmet. Keep a helmet at work or in your locker. Freewheel Bike offers 20% off Trek helmets to all Nice Ride Subscribers (bring your Nice Ride key or a receipt from any Nice Ride station). Pick-up a helmet at Freewheel's West Bank store or the Freewheel Midtown Bike Center