The "bug" in your photos is a type of beetle, specifically the back half of the body. Unfortunately without the head, prothorax, legs or some other distinctive characters, and some indication of its size, I cannot even place this with any certainty to a specific family of beetles. I thought that the spot pattern on the hard wing covers might help, but I cannot match that particular spotting pattern to any beetle with which I am familiar.

Regardless of its identity, I can assure you this beetle was harmless, even if it had been alive, and is not representative of any kind of an "infestation" on your body or in your home. This is not any kind of household or pantry pest, and if it was picked up indoors, it had only incidentally occurred and died there. Since it was missing all the rest of its body parts, it had likely been dead and dried for some time, and most likely only recently found its way to your hair. It may have been transferred there in a hat or some other piece of clothing or may have fallen from an overhead light fixture, spider web, or from around a window where dead insects might accumulate. It is also possible you picked this up outdoors where it accidentally was blown or dropped onto your head. Again, this is nothing you need to be concerned about.