My new dreads are flat! How can I fix'em? - Dreadlocks FAQ's
Flatness is expected with young dreads. It's normal to notice this in the morning after you sleep with them. Don't worry though, if the knots are good and the sections are pretty close to square your new dreadlocks will eventually grow round. For now you can help them out by palm rolling them round when you wake up. In fact you can think of this as a reminder from your dreadlocks - [English Accent]"Hey there! Yea you, down below...could we get some palm rolling mate?"
(Don't be alarmed if your dreads have an english accent-this is actually more common than you'd think.)
Pay close attention to the knots within the dread. They should be packed pretty well making it difficult to spread the dread apart with your fingers. If you feel like some of them have a lot of straight hair with few knots holding them together you'll need to fix those. Waxing them won't help since wax can only help existing knots tighten and compress - it doesn't create or even help create new knots. If they just need some knots at the roots you'll be able to take care of that with some Clockwise Rubbing.
Check out this post on re-backcombing if you have a few dreads that don't have enough knots to lock.