Completely dry hair will not work to create rag curls. Because this is a no-heat curling style, damp hair is necessary to set the curls in place. An alternative to damp hair would be to rub a styling serum on each section of dry hair before wrapping it in the rag. The moisture in the serum will help to set the curls in place. However, this method may not produce the desired look as dampened hair.