odds are its a cheap wig. the only way that you will be able to fix this depends on the wig. was it heat sensitive? if so take a straightener to it. if its not, then try the hot water method. but odds are that its not going to go back to normal......... this happens with cheaper wigs.....
Adelheid (KHR!)- 85% done
Fem!Austrian War Succesion France (Hetalia/Nyotalia)- 10% done
Fem!Izaya (Drrr!)- 90% done
Magent!Teto (Vocaloid)- 95% done