If you are not sure you can always have it on hand to put in at the end of the photos for a few shots and then to wear down the aisle. I took mine off before my reception.
I didn't even think of this! My only concern is that you'll have your bride and groom photos done right after the first look, you wouldn't have the veil on for those. I've ordered a veil but I'm not totally sold on wearing it all day. Something I'll keep in mind, thanks for bringing this up!
I kind of like the idea of not wearing for the first look and adding it to walk down the aisle for a different look - something a teeny bit more bridal - could create another special moment when he sees you the second time.