From Longman Dictionary of Contemporary Englishmake somebody’s hair curlmake somebody’s hair curlif a story, experience etc makes your hair curl, it is very surprising, frightening, or shocking tales that would make your hair curl → hair
Examples from the Corpus
make somebody’s hair curl• The moisture had made his hair curl even more, and had brought out the hardiness of his complexion.• The things he could tell you about her would make your hair curl. 