Advice for soft fine hair
Hi! I have soft, fine hair also and have been in the natural/neglect process for almost two years. Your story sounds very similar to mine, so I figured I'd give some info on what I've done and tried so far that seems to have helped.
First, it's going to take time. I still have a couple of small loose sections that haven't locked. But at the same time, I had my first dreads starting within the first week. I recently found about four baby dreads that formed without me realizing it. LOL For the first year or so, I was washing with a low-residue shampoo every other day or every two days depending on how my hair and scalp felt. I would do a quick squeeze dry with a towel (no rubbing, just a basic pat-down of sorts) if I was in a rush, or just wrap it up in a towel while dressing for work. Try to keep your hair down and loose as much as possible, but don't stress over putting it up if you need to for work. Just let it down again as soon as you are able.
After about four or five months, I started with occasional salt baths, soaking my dreads for up to 30 minutes in 7-10 minute intervals. I've used both Epsom salt and Sea salt. Not too much of a difference other than the Epsom leaves my hair feeling softer, which may not be the best thing for trying to dread. My scalp always feels fantastic after either salt soak. I did this about every month and a half to two months just to get rid of any buildup. Earlier this year, I cut back to washing only every three or four days because my dreads had started to dry out. I also switched to the dreadlocks shampoo offered by http://www.dreadlockshampoo.com . I have to say, I immediately noticed a difference in how my dreads felt and how they were progressing. I kinda wish I would have used their product sooner to help the process, but that's just the way things go sometimes.
Oh... and a word about beads. They are fun and all, but definitely don't leave them in too long while your dreads are young. I have one that is permanently in the base of a dread that grew around it. I have another one that I thought was doing really well with the beads (2 of them) in it but then realized that only the bottom of the section had dreaded and about 4-5 inches had not. I removed it and the dread is slowly recovering.
Other than that, just let them be free!