Here's why:
* Too Wet: Hair takes much longer to dry, curls can loosen or fall out before they fully set, and you risk heat damage if you try to speed up the process.
* Too Dry: The hair won't mold as easily around the headband, and the curls won't be as defined or long-lasting.
Slightly damp hair allows the hair to be pliable and mold around the headband while it dries in the curled shape.
Here's a good rule of thumb:
* After washing: Let your hair air dry about 60-80% of the way.
* Dry hair: Lightly mist your hair with water until it's damp, then proceed.