After solumedrol IV's, IVIG, and 4 months of prednisone tapering. I have started to lose my hair. The doctor assured me it's normal after those high doses and it does grow back...eventually.
Since then, I've read about many people going through the same thing, after being on high doses of steroids, for various illnesses. All, said their hair began falling out during the slow tapering down.
Losing our hair is a small price to pay if it gets us through a rough exacerbation. So, be aware it can happen, but it will grow back.