Leaf curl aphid or leaf curling spider are the likely suspects here. The leaf curling aphid is a pest, while the leaf curling spider eats other insects.
The size of your curling iron or rollers determines the size of the curl. Use a large barrel iron and lift each section up from the roots for big, soft...
When you are rolling the hair onto your styling tool, lift the sections up to create more volume at the roots. Larger styling tools will create bigger, softer curls.