Hair is made curly by the shape of the follicle it grows out of.
Whether your hair is stick straight or full of corkscrew curls, you have your genes to thank.
But how exactly genes control the shape of hair has been debated. Scientists once thought that the curliness of hair was determined by the individual hair shafts, but have since discovered that the shape of the follicle (the part of the skin that grows the hair) determines both the shape of the hair and the angle it grows in with respect to the scalp. Curly hair is shaped like an elongated oval and grows at a sharp angle.
Curly hair tends to be much drier than straight hair because it is easier for the oils secreted from the scalp to travel down the shaft of a straight hair than a curly one (this is why curly hair often turns into frizzy hair).
And as anyone with curly hair knows, humidity can make your hair even curlier (or frizzier). The reason: Hair fiber absorbs the water and forces the shaft to revert to its original (less straight) structure.