Not to quibble overmuch with @HolographicUniverse‘s response, any “occurrence of a thing” is a phenomenon. So the fact that you even have hair is a phenomenon, as well as every incident that involves your hair. They are each a phenomenon, collectively phenomena. With that said, I’m sure your hair is phenomenal, @Shippy.
Hair, like every other natural organic fiber, is susceptible to changes due to humidity, temperature and moisture content. So when your hair is clean and uncoated by hairsprays (or weatherproof hats and other coverings) it can absorb moisture in the air and expand, to a point. When it starts to absorb more moisture than that optimal amount, then it begins to get limp – more limp than it was while dry – and the air spaces between individual hairs collapse, and it feels thin again.
An accumulation of natural and artificial hair oils can have the same effect.
When you add hair sprays and conditioners, then you’ve modified the structure of the individual hairs as well as the “structure” of the entire hairdo, which will also have an effect on its feel to your fingers.