Hair
The hair follicles [which the hair grows from] produce oil which keeps the hair smooth. You also have sweat glands in your scalp, and dead skin cells come off the scalp. The oil, sweat and dead cells all add together and can make the hair greasy and look dirty unless you wash it regularly.
To keep your hair clean:

wash regularly with shampoo (cheap ones are often as good as very expensive ones).

massage your scalp well. This will remove dead skin cells, excess oil and dirt.

rinse well with clear water.

conditioner is helpful if you have longer hair as it makes the hair smoother and easier to comb, but hair doesn't need to have conditioner.

use a wide toothed comb for wet hair as it is easier to pull through.