There are lots of brushes in brush palette, which one to chose? because when i try these steps i don't exactly get this pointed end like hair.. its shape is all same from start to end. And one more thing i want to ask when working with zoom, i get the hair really big i mean we cant minimize the brush size from 1px.
I usually used the regular, round brush, but you can of course experiment. As for the endings, when you switch to pen tool, right click > window pops up > pick 'brush' and make sure 'simulate pressure' is also checked, then it should work fine
before you do hair with the pen tool, click on the brush tool and select the size and shape you'd like to use [it's all up to you, you can use 1-2px for lighter hair and change the size later] and then pick the pen tool and create paths etc. hope that helped