This happens to me ALL of the time.
The easiest and most effective way to remove the hair dents is to loosen it by applying warm water to your hair, it works like an iron with clothes, the heat loosens up the hair and allows it to fall back into normal shape.
I do this pretty much every night, works every time...I also have large ear style headphones that cover your ear, this causes hair around my ears to flatten and look odd along with the band going across my head.
This trick will also help you in the morning if you get bed head, try it and see for yourself.
This trick will fix all of those issues, quick and easy without modifying the way you wear headphones etc...