Different materials have different amounts of attraction for electrons.   When two objects rub against each other it is likely that one will steal electrons from the other.  If you rub a balloon against your hair, the balloon will steal electrons from your hair. This leaves your hair positively charged and the balloon negatively charged.   Your hair will be attracted to the surface of the balloon because opposite charges attract.  You will also notice that your hair stands up even if the balloon is not near them.  This is because each hair is positively charged and is repelled by the hair next to it.  The forces between similarly charged hair causes them to try and get as far away from each other as possible. 

You should also notice that after rubbing the balloon on your hair, you can get the side of your balloon that touched your hair to stick to other things like a wall or ceiling.  This happens because the negative charge on the balloon will force some of the electrons in the wall to move to the other side of their atoms.  This leaves the surface of the wall closest to the balloon positively charged.  The positive surface of the wall and the negative surface of the balloon will attract each other.  If the air is very dry, the balloon should stick for many hours, possibly even days!  Remember, that the moisture in the air can steal charges from the balloon, so on humid days this may not work at all.  

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