So, I just found out my hair is naturally curly, how do I style it?

I just realized that if I let my hair air-dry, it dries in perfect Shirley Temple curls if I comb it and then scrunch it! Weird, I know, but this is the first time I've not dried it with the blow-dryer, and I never knew this. What do I do to style it? Is there something I can use to define the curls but kill the frizz? I don't want my hair to look greasy, just smooth.