This riddle uses the word “lock” in a way that has nothing to do with doors, padlocks or keys. Instead, think of another familiar meaning of the word.
A small section or curl of hair can be called a lock, and unlike a real lock, it does not need a key.
Answer: A lock of hair.
Hair grows on your head, and individual strands or curls can be described as locks. That double meaning is what makes the riddle work.
If you were thinking about something mechanical, the phrase “grows on your head” is the clue that points away from keys and toward hair.
