Do you have sensitive skin? Are you cleaning the scalp well? Are your hairs pulling a bit? Those are all good questions to consider to sort of determine if the bumps are caused from an allergy or tension.
If you want to be doubly sure then you should consult a dermatologist.
You are not alone. I found this link that has some people saying they have dreadlocks and red bumps
http://www.short-hair-style.com/inflamed-bumps-all-over-my-scalp-dreadlocks-hairstyle.html#.T7NE-1LdeSo
Do you have sensitive skin? Are you cleaning the scalp well? Are your hairs pulling a bit?
Those are all good questions to consider to sort of determine if the bumps are caused from an allergy or tension.
If you want to be doubly sure then you should consult a dermatologist.