Henna is primarily used to dye or tint your hair. The henna plant is grown in many parts of Asia, India, and the Middle East, then dried and ground into a fine powder.
When mixed with an acidic liquid (like lemon juice), the powder releases a reddish dye, which can tint your hair varying shades of red/auburn depending on how light or dark your current hair color is. Those with blond hair can achieve strawberry blonde or auburn locks, while those with dark brown hair will often only get a red sheen that's only visible in sunlight.
Henna has also been known to slightly relax the curl pattern, so some people use it to loosen their curls as well as alter their hair color.
If you do a search on Naturally Curly, you'll find many, many threads on the topic.
Curl Style: 3b/3c
Co-wash: Suave Naturals Coconut RO: GVP CB Styling: As I Am Leave In, Jessicurl Rockin' Ringlets & Confident Coils, DevaCurl Set Me Up, Curl Keeper Gel: Ecostyler Olive Oil, BioSilk RHG