Frizzy things are curled tightly. Your dog's frizzy fur might be especially hard to brush.
You'll most often find the adjective frizzy describing hair. Frizzy hair has with small, tight curls that tend to get kinky or fuzzy. People with straight hair are sometimes envious of their friends with frizzy hair, but the opposite is also true. Frizzy was coined in the 1840s, from the older word frizz, which probably comes from the French friser, "to curl or dress the hair."