Will sports or sweating effect my dreadlocks?

The sweat won't hurt your dreads at all, it's just salt water really. Lots of sweating though means lots of showers and those can loosen new dreads. Running water over dreads to rinse them won't loosen them much but repeated scrubbing and pulling while they are soapy will usually loosen more than a few hairs. This is natural and usually isn't much of a problem unless your shampoo leaves residues. If your hair is very short or your dreads pretty new wearing rubber bands at the root and tip of the dread will hold the hair secure giving it time to dread and tighten. Here are some important tips for wearing rubber bands properly. Also not to beat the nylon thing to death but wearing a nylon (panty hose) stretched over your dreads while in the shower and washing the dreads through the nylon will usually prevent a lot of hair from coming loose from the dreads.