Because saying 'ow' makes it worse!
There's ALWAYS a respectful way to manage your child's behaviour and help them to do something different. A baby or toddler, with an underdeveloped brain, is not out to purposefully hurt you. They're interested in the fun reaction when they pull that glorious long string coming from your head. The bigger the reaction you give, the more they want to do it. Don't get stuck in the cycle. This strategy also applies to biting.
It's always great to offer a replacement behaviour. You can pull a toy. Pull a dollies hair. Look for something else to spark their interest or teach them another way to connect with you, like a high five.
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Share this with a new parent. You've got this.