Hi there. Is it gel or wax in your hair? Wax is really, really bad, it holds in water which causes mold, it allows lint & dirt to stick into your dreads. If it is wax, I would read the dreaducation page on how to remove it
Why would you want to cover your hair? It needs to move in order to dread. The twist method is only a starter for the sections, to have a true dread it needs to loosen, loop, shrink up to form that mature dread we all want. When you sleep, knots form from all the moving and this is an important part of dreads to form, if it is in a cap this will not happen.
Your dreads need to be washed every 2-3 days in the beginning. A wonderful scrub free way to wash is with baking soda. Mix 1/2 cup BS to 5 cups water, pour on head & let it set for 20 minutes, then rinse well, rinse again. Then for conditioning mix 1 capful of apple cider vinegar to 5 cups water, pour on head and let set for 1 minute only, then rinse well. At no time do you scrub the scalp, you just let everything set. To help with oily issues or dry scalp issues, it is recommended that at the end of your shower you hold your head under as cold water as you can take, this will close the pores on your scalp.
Don't play with your dreads, don't palm roll them, just leave 'em be and they will dread, but ya gotta remove the stuff in them. All you will need to do is wash them and separate any that are trying to join together. I hope this helps you. Cheers