Why is the hair in my head curly and the hair in my legs mostly straight shouldn't it be curly as well?

Your scalp hair, beard hair, leg hair, chest hair, etc are all genetic characteristics you inherited from your parents.  Just because you have curly scalp hair does not mean you will have curly leg hair. 

The hair on your scalp develops characteristics that are inherited. There is no connect between the character of your scalp hair and the character of your leg hair.

The genetic structure of each hair is intrinsically different.  The body hair may have a different structure than the hair located on your head.  Even the hair located on the head may have different structure at different location on the head.  Therefore, it is the genetic structure that gives the shape of your hair in different locations.