What if I don't know what kind of wig I have?

Try using a comb (I used one that was made for human hair, but it wasn't used before) and wet it with warm water. I had a short wig so it was a bit easier. But what I did was I used that wet comb and started at the bottom layer without having to put the hair in a bun and whatnot. I combed it out, but the edges were flipped outwards (again, I had about a shoulder-length wig so it was already like that. If you have a longer wig it most likely will not do this). I slowly made my way up to the roots, and it was pretty straightened. Now, I used my wig for a Terezi Pyrope cosplay so it didn't need to be too straightened, but I would definitely recommend this method.