This is a tutorial which explains my technique to paint hair.
I've made some mistakes writing it : it's the "dodge tool" instead of the "burn tool".
You can also use a round soft edged brush with opacity and shape set to pen pressure to place the first strands or hair, then start detailing them :)
The image on the tutorial is the first stage of my "Dreamcatcher" painting, so you can see how it can look after having worked enough on it :)
I hope it can be helpful!