On Ballerina Hair:

We all know, whether we are dancers or not, that it is a good idea for one to keep their hair out of their face when dancing. Why? If your hair is left to whip about your face while you leap and twirl and twist across the floor, you can become easily distracted. Many professional studios require their ballerinas to wear their hair up in a bun because it improves concentration and can help instructors determine the muscle mass and range of flexibility that a dancer, particularly a ballerina, has attained. That being said, if you are interested in becoming a ballerina, it is fairly important to learn how to create a bun.
The Classic Ballerina Bun:
Step 1: Brush hair until it is smooth and virtually knot-free.
Step 2: Lightly spray hair with a squirt bottle filled with water, or wet hands and smooth through hair. Rake hair backward with a brush.
Step 3: Secure hair with a ponytail about halfway up the head. Be sure to avoid creating any bumps or tangles in the hair in the process.
Step 4: Separate the ponytail into two sections. This will help with the creation of the bun itself. Tightly twist one section of hair into a coil, and wind the coil clockwise about the ponytail holder. Use a bobby pin to tuck in the edge of the coil. Use several more bobby pins along the coil, securing it to the base of the ponytail and the scalp.
Step 5: Twist a hair net that matches your hair color over your bun. Secure it with several more bobby pins. Spray heavily with hairspray.
Step 6: (OPTIONAL) Some dance studios are very picky about the style of bun worn, but, depending on which studio you attend (or plan on attending), you may be allowed to use an elastic hairband to hold back any bangs or layers. Secure the headband with more bobby pins and an extra douse of hairspray. Viola! You are ready to go to your dance lesson!
So where can you buy such materials? Just about any drugstore will carry the materials needed for this look (hair net, hairspray, bobby pins, plastic squirt bottle, hairbrush, and elastic headbands), and many online dance stores offer a wide variety of hair nets and snoods for buns.
Again, not all dance studios are alike: Some may be far more relaxed about hairstyles, while others maintain a very strict policy on hair. It's simply up to the studio.