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.
ACen 2014 cosplay: Lara Croft, Erio Touwa, Shirahoshi Hime, Sengoku Nadeko
Otakon 2014 cosplay: Makise Kurisu, Shirahoshi Hime, Sengoku Nadeko
ALA 2015 cosplay: Shirahoshi Hime, Akemi Homura [Haregi ver.], Mayoi Hachikuji
Possible 2015 conventions: Sakura-con, A-Kon