I found this image on WTF Japan, Seriously!? with no description. A bit of Googling led me to a 2008 post on Pink Tentacle explaining that a young celebrity in Japan who goes by the name Shokotan had taken to decorating her hair with dead cicadas.
But keep in mind: that was three years ago, which is a long time in fashion. Don't rush out put cicadas in your hair in order to be hip and trendy. People will instead just look at you funny.
Link via WTF Japan, Seriously!? | Photo: Shokotan Blog