Wool is perfect!! From what I've been reading on this site; wool can help your dreads to form My hair has been dead for yrs due to coloring, perms, *graying* (natural highlights ) I also wear a wool hat to help the hair underneath get dreading. I just bought some tea tree shampoo from dreadlockshampoo.com I was using Dr Bronner's but I have hard water and it left almost a waxy feeling in my hair. If you haven't read it yet; the Dreaducation page is an awesome place to start!!
Enjoy your journey