Answer: During embryogenesis, one X chromosome is randomly inactivated in each cell lineage.
This phenomenon called X-inactivation occurs in some female mammals. Furthermore, this proves that although two clones are genetically identical, they may not look the same. There are other environmental factors that may affect the activation or suppression of a gene.
While still a debated subject, phenotype (such as hair color) is the result of gene-environment interactions.