The best way to learn is by example, so here are a bunch of portraits and paintings. Look at the repeating elements. In fact, I haven't even sorted these for you, because I am lazy and you will learn more by studying them all yourself anyway. First of all, notice that nobody's hair is just down. A lot of the hair is kind of messy, with intentionally random-looking wisps (not huge tendrils or big escaping curls, but a lot of wispy bits). There are some really classical looking styles, channeling that ancient Roman and Greek feeling. Sometimes there are braided elements. Sometimes there are bands or ribbons wound through the hair. Sometime it is piled more high on the head, sometimes it is lower down in the back. Some of these ladies (like Josephine) are wearing crowns, but even the non-empresses sometimes have diadems or other ornaments. Also, sometimes the hair is even covered, with a hat or a turban (turbans are very cool for balls).
So how can you use this to get ready for a ball? The great news is that any hair you have is going to work. If your hair is really short, there is some precedence for this (I don't have a portrait, though), and at worst people may just think you are recovering from an illness. If your hair is short, try curling it and getting one of those wispy messes for a hairstyle. If your hair is medium, put it up in a knot or a bun and then mess with it to get it wispier, or aim for some really classical looking hairstyle. If your hair is so long you have extra to play with, try doing some of those braided elements incorporated into your piled hair style. With bangs, make them curly and wispy. With no bangs, don't worry about it. Add bands, ribbons, flowers, diadems, and more!
Or just make a bun. Let this collection of portraits inspire you, but not overwhelm you. After all, simple and understated is the height of Regency elegance.