Dutton, in his report on the Hawaiian volcanoes, refers to the formation of Pele's hair as follows:
"The phenomenon of Pele's hair is often spoken of in the school books, and receives its name from this locality. It has generally been explained as the result of the action of the wind upon minute threads of lava drawn out by the spurting up of boiling lava. Nothing of the sort was seen here, and yet Pele's hair was seen forming in great abundance. Whenever the surface of the liquid lava was exposed during the break-up the air above the lake was filled with these cobwebs, but there was no spurting or apparent boiling on the exposed surface. The explanation of the phenomenon which I would offer is as follows: Liquid lava coming up from the depths always contains more or less water, which it gives off slowly and by degrees, in much the same way as champagne gives off carbonic acid when the bottle is uncorked. Water-vapor is held in the liquid lava by some affinity similar to chemical affinity, and though it escapes ultimately, yet it is surrendered by the lava with reluctance so long as the lava remains liquid. But when the lava solidifies the water is expelled much more energetically, and the water-vapor separates in the form of minute vesicles. Since the congelation of all siliceous compounds is a passage free from a liquid condition through an intermediate state of viscosity to final solidity, the walls of these vesicles are capable of being drawn out as in the case of glass. The commotion set up by the descending crust produces eddies and numberless currents in the surface of the lava. These vesicles are drawn out on the surface of the current with exceeding tenuity, producing myriads of minute filaments, and the air, agitated by the intense heat at the surface of the pool, readily lifts them and wafts them away. It forms almost wholly at the time of the break-up. The air is then full of it. Yet I saw no spouting or sputtering, but only the eddying of the lava like water in the wake of a ship. The country to the leeward of Kilauea shows an abundance of Pele's hair, and it may be gathered by the barrelful. A bunch of it is much like finely shredded asbestos."
You have probably often seen the beautiful frost pictures that collect on the panes of glass in a room where the ventilation has been neglected. These pictures consist of groupings of ice crystals that collect on the surface of the windows, when the moist vapor-laden air in the room is chilled by contact with their cold surfaces. Now the crystals formed in cooling lavas are sometimes grouped in forms closely resembling frost pictures. A few of such forms are represented in [Figs. 28] and [29] in lava from Mt. Loa and Mt. Kea.
Fig. 28. Frost-like Lava Crystals
From Dana's Manual of Geology
Fig. 29. Frost-like Lava Crystals
From Dana's Manual of Geology