In player edit mode, you have to select the player and then the appearance. One of the sub-options is for hair - so open all the body sections till you can change the hair. Buy the extra hairstyles in the shop to have a slightly larger choice.
In WE8 you don't get a choice of (eg) 150 hairstyles.
You choose the type of hair first - eg short and then there are a few choices in there. Plus you can add length and thickness. Change the top hair type first and then scroll through the second line until you are back on type 1. Then change the top one again and so on. Good luck.