Dear Student,
When an one object is rubbed against another, static electricity would be created. This is because the rubbing creates a negative charge that is carried by electrons. Similarly, when you rub a balloon on your head,or any other thing like polythene, synthetic cloth it causes opposite charges to build up both on your hair and the balloon. An electric force develops and charges of both (balloon and wall) start to attract each other. This causes the balloon to stick to the wall.
Regards