Ok, so I am going to start kind of at the beginning. Talking about the structure of the hair, that being said, I am not a chemist or a doctor, just sharing information about what I have learned that has made a difference. The first image shows the three layers of the hair: Cortex, Medulla and Cuticle (the outside layer of the hair, hence, where the frizz comes from) Hydrating your curls starts at the cortex.
"Hydrating curly hair to the cortex requires using water-based, humectant-rich products on damp hair to penetrate the cuticle, followed by sealing oils to lock in moisture. Effective techniques include the LOC method (Leave-in, Oil, Cream), deep conditioning, and using penetrating oils like coconut or olive oil. Regular, deep hydration prevents breakage and enhances curl elasticity by treating the inner structure, not just the surface."
When the cortex is properly hydrated, it is actually more bouncy and springy, not weighed down.. Sometimes we are nervous to over-hydrate or moisturize, because we are afraid of flat hair, but when we use the right products, our curls become more bouncy, springy and happy.
"Hydrating hair involves adding water to the inner strand to improve elasticity, while moisturizing seals that water in using oils or creams to prevent evaporation. Hydration fixes dry, brittle hair, whereas moisturizing keeps hair soft and prevents frizz, making them complementary steps in a healthy hair routine."
The cuticle of the hair is where the "frizz factor" comes from. You can see it is made up of tiny, overlapping scale-like cells. When the hair is damaged and/or dry the scales lift and create a halo of "frizz". When your hair is properly hydrated, the scales relax and lay flatter, I think this is a good overview of where the "frizz" starts.