If you want them to look neat, keep them seperated by pulling them apart from each other at the root, palmroll them and wack some aloe vera gel in them. as for the loose hairs, your dreads will eventualy suck them in, but for the mean time you can thread it thro the dread with a crochet hook or you can roll it into a ball and pop it into the root. Good luck mate.
imo some people on here are overly militant about the wax issue. i waxed my first set just a very little and i dont think it was bad. there were a few that my friend did though that were like candles. that was gross and obviously bad. if your hair is saturated with wax, you will have many problems. it wont be able to knot up and will probably get mouldy from not drying out. i think if you have a little bit of wax on each dread and you cant see or feel it, its not likely to cause much of a problem. jsut my 2 cents. that being said, i never wax the dreads i have now, or do "maintenence" on them. i pretty much just let them do their own thing, its what works for me. i love not fussing over my hair and even though i do nothing to it except rip the dreads apart every few weeks and wash it occaisionally, it looks way better than when i had normal hair. for you, i suggest palm rolling daily since you want them to look uniform and smooth. i dont think pulling the loose hairs in at this point will do you much good. it works better when your dreads are more mature. give it a few months and when they starts to tighten, use a latch hook or crochet hook or those little loops that help you get dental floss in your teeth (i have no idea what theyre called or where to get them...) to pull the hairs through. dont backcomb them though. your hair is trying to knot itself up and you will just be ruining its efforts congrats on getting dreads and lets see some pics!
Thanks for the comments and I'm actually starting to like the frizzy looks knowing that it's gonna be fine pretty soon, i wear a headband since they're pretty short and it looks pretty good pulled back a little, mixture of clean dreads and frizzy dreaddy hair. I'll wait with the pics and let them get a little older and longer.