The English player revealed the trophy had been taken from her car when it was parked in Chiswick, west London, two months ago.
Thieves smashed through the tinted back windows of her car at around midday, but no CCTV footage was available to identify the culprits.
Although the original trophy is kept at the R&A in St Andrews, Hall’s was a replica and it’s unknown how or when it will be replaced.
“Obviously I was very upset at the time,” said the world No 30, from Dorset. “I was on my own and nothing had happened to me like that before, so I was a little bit like scared.
“But then, you know, luckily Michele [Mair, from IMG], their office was like 15 minutes away, so she came straightaway, and obviously you feel a bit silly having it in the car.
“Maybe I should have taken it out, but you know, some things happen like this in life and you just get on with it, I suppose.”
That incident will be far from her mind when Hall tees off in the company of Brooke Henderson and Mamiko Higa at 12.16pm on Thursday.
Last year, Hall walked nine holes with BBC TV presenter and former European Tour professional Ken Brown, who is known for his lively ‘Ken on the Course’ features, ahead of the championship and she has walked another nine around the Marquess Course at Woburn, which will give her a unique insight into the course.
However, the man walking by her side throughout the championship, as her caddie, will again be her dad, Wayne, who also caddied last year and the previous year when she finished third at Kingsbarns.
“He caddied in ANA [Inspiration], which was the first major of the year. He’s always on the bag at the British Open, so it’s very nice for him to be back and to have my mum here,” said Hall.