If one of the objects loses electrons more easily, it will wind up with fewer electrons and the other will wind up with more. The one with fewer electrons gets a positive static charge. The one with more gets a negative static charge. In the case of the balloon and your hair, the balloon is negative and your hair is positive. Once you get the balloon charged up, you should be able to get it to stick to your hair.
Opposite charges attract, just as with magnets.
If it won't stick, get out your hair drier. As we learned before, things need to be very dry for static to work well. After you get tired of sticking the balloon to your hair, rub it again, to be sure that it is well charged with static. Then hold it over the pieces of paper and lower it until something happens. Watch carefully to see exactly what occurs.