Mechanical processing means you are subjecting your hair to a temporary process like curling, straightening, or putting it into some kind of hair style. Mechanical processing differs from chemical processing as the chemical changes are temporary, but they can still damage your hair!
Hair straightening and curling work on pretty much the same principles. You're temporarily changing the shape of your hair with the use of an appliance and probably some kind of product. You're breaking some of the chemical bonds, but they'll come back together over time. Too much mechanical processing can eventually lead to damage of your hair because of the continued breaking and re-forming of the chemical bonds.
Blow dryers and curling irons can reach between 200˚F and 400˚F. If you see steam released on your dry hair, this can mean the cuticle is bubbling and buckling. Wet hair is even more at risk (remember how wet hair is more fragile than dry hair?) from styling appliances.
Using a heat styling type product helps protect your hair from severe heat damage, acts as a lubricant to reduce drag and friction, and acts as a barrier that slows diffusion of moisture from the scalp and environment to the hair which could ruin your hairstyle.
Consider the effects of the simple ponytail. You're creating some serious tension on your scalp, which means hair can be pulled out. And we can see some hair breakage where you put the elastic. If you're a perpetually pony-tailed girl, consider using kinder-to-your-hair elastics - pretty much everything but a basic office elastic - and let your hair down once in a while! (I like to wear a snood at night, not just because it's a funny word, but it means my hair isn't tied up and being pulled. Plus it means any curl in my hair might actually stay until the morning!)
My muscle spasm headaches are so bad I can't put my hair in a ponytail, even a very light tension one, because it feels like every hair on my head is being pulled. I'm really aware of this problem now, let me tell you!
So what can you do? Use a good styling product that will protect your hair from the heat and friction caused by straighteners and curling irons. Try not to do it every day - give your hair a rest from all the pulling and heating and tugging and all the other stuff that goes along with styling. Let your hair down every once in a while, or wear a hairnet or snood at night. And condition! I know I've said it before, but conditioning is your friend!