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Why doesn’t the Coptic Church practice Ash Wednesday? Also, is it wrong to go to another church and have ashes put on my head?

The wearing of ash is an old custom that dates back well before the Church. Ashes appear in the Old Testament as a Jewish sign of mourning. (Esth 4:1-3; Jer 6:26) When Jonah told the citizens of Nineveh that God is going to destroy their city in 40 days, they put on sackcloth and ashes and repented of their wickedness. (Jonah 3:6) Ashes are found in other biblical passages as symbolic of dirtiness and/or unworthiness. "Tamar put ashes on her head and tore the ornamented robe she was wearing. She put her hand on her head and went away, weeping aloud as she went" (2 Sam 13:19). In the Holy Book of Job, ashes are symbolic of sadness (Job 2:8) as well as repentance (Job 42:6).

However, these and various other modes of expressing grief, repentance, and humiliation among the Hebrews, such as tearing the garments (Lev 10:6; 2 Sam 3:31) tearing the hair and the like (Ezra 9:3), were not of divine appointment, but were natural outbursts of emotions customary among peoples.

God commanded the priests to use ashes for purification "Then a man who is clean shall gather up the ashes of the heifer, and store them outside the camp in a clean place; and they shall be kept for the congregation of the children of Israel for the water of purification; it is for purifying from sin" (Num 19:9) but what is worthwhile noticing here is that while the unclean becomes purified, the clean who gathers the ashes becomes unclean "And the one who gathers the ashes of the heifer shall wash his clothes, and be unclean until evening. It shall be a statute forever to the children of Israel and to the stranger who dwells among them" (Num 19:10).

St. Paul in his letter to the Hebrews points out  that these ceremonies could purify only a person's exterior, not a person's heart and that it is the blood of the Lord Jesus Christ that cleanse our conscience "The blood of goats and bulls and the ashes of a heifer sprinkled on those who are ceremonially unclean sanctify them so that they are outwardly clean how much more shall the blood of Christ, who through the eternal Spirit offered Himself without spot to God, cleanse your conscience from dead works to serve the living God?" (Heb 9:13 -14)

According to the Catholic Encyclopedia, Ash Wednesday was established as the first day of Lent (Fast) by Gregory I, the pope of Rome, during his papacy (590-604AD). It is the seventh Wednesday prior to Easter (Western Easter). According to the Catholic Church custom, those who had committed grievous sins were to present themselves to the bishop on Ash Wednesday. On that day the bishop would sprinkle ash onto their hair and shirts (not unlike burlap) and, then each penitent would be turned out of the Church for the season of Lent.

After that public act of humiliation, and after 40 days of wearing the ashy hair-shirt, a very uncomfortable plight, these penitents would be restored to the Church on Maundy Thursday. By 1091 the Catholic Pope, Urban II, officially recommended that ashes be applied and worn on Ash Wednesday by all who were remorseful for their sins. Today the palm branches blessed on Palm Sunday, are burned, blessed and stored to be used as ashes signed on the foreheads of the parishioners on the following Ash Wednesday.

With regard to whether it is WRONG to go to another Church to have ashes put on your forehead; what matters here is not the ashes but your identity. This time it is ashes on the forehead, another time might be something else in yet another Church. Hopping from one Church denomination to another to participate in rituals celebrated by other Churches will certainly make you lose your identity. You need to have stability in your faith and the sound doctrine of our Coptic Orthodox Church.