b_b is right - we don't know whether Homo neanderthalensis styled their hair - and we don't know with a high degree of certainty when modern humans started styling their hair. My best guess is that humans would have been caring about hair style since the emergence of the genus Homo 2 million years ago. My rationale for this is that grooming is a fundamental aspect of social primate behaviour. All primates play with each other's hair in non-random ways. The best hypothesis for the emergence of language suggests that it evolved as some type of social vocal grooming practice, not dissimilar from that of gelada baboon communication. In this type of world styling each others hair would have been an important symbol for health and status (OH, she is styling your hair?! Lucky! Or "your hair looks good today - you must have a lot of close friends!").

At the very least - the strong adaptive function of a hair style cross-culturally suggests that our ancestors were not unkempt brutes. All hunter gatherer modern humans place high value on style and artistic expression with body art and various hair styles. Our ancestors in pre-history likely did the same for a very long time.