I think maybe you broke up the curls which makes it seem kind of frizzy (I have curly hair myself, and this has happened a ton of times, to my curly wigs as well). Wrap the curls around your finger and then let them loose, that should help.
Fandom Fest 2014 cosplay: GLaDOS (Portal), Ellie (The Last of Us), Lara Croft (Tomb Raider 2013)
MCM London Comic Expo cosplay: Oktavia von Seckendorff (Madoka Magica), Fem!Slenderman,
Future cosplay: Faith Connors (Mirror's Edge), Lara Croft (Rise of the Tomb Raider), Tetra (The Legend of Zelda: Wind Waker)
2015 conventions: Anime Los Angeles, Anime Central, Japan Expo