Bungie is "aware" of and "investigating" the issue that is causing some players who have used the Jackolyte consumable in Destiny to not receive the temporary pumpkin head buff.
On Tuesday, as part of Destiny's update, Bungie included a hidden treat that gifted each player with an "All Hallow's Eve" box which contains three Jackolyte pumpkin head consumables. When used, the consumable is supposed place a giant Acolyte-style pumpkin on your head for 30 minutes. For some Guardians, however, using the consumable hasn't changed anything. Looking at Bungie's FAQ, it appears that the Jackolyte is merely cosmetic, but it's still upsetting Guardians who want to run around with a giant pumpkin on their head.
Responding to player complaints, Bungie assured they are "investigating what is causing this" problem. Unfortunately, no new information has been provided. The good news is, if you've already used your three free Jackolytes, you can still find more as they drop off of Hive "at a low rate."