As hborre says,please provide following for your query:

1. What figure are you using?

2. The hair-- is it a figure or a prop? 

3. What are your steps/ workflow? Load figure, add hair... are you conforming? Are you applying a fit pose? Are you dialing it? Are yoy adding a material to the hair?

All of those are dependent on #1 and #2, but all are crucial for us to understand how to help you.

4. What render engine, what lights, what settings. Those also may impact  how your render looks.