You are not a freak and you are also not alone. I do it too. I don't just pick my scalp though. I also pick my fingers and arms as well. If I feel anything that is not smooth anywhere on my body, I pick it until it feels smooth, even to the point of bleeding. It has left scars at times. But, my hands have to be doing something all the time and if I can not find something productive to do with them, I run them over my arms, face, head or legs and search for uneven places that need to be leveled out.

I wish I could give you an answer as to how to stop picking at your scalp. I don't have one. Talking to a therapist might help but that is your call. OCD sucks.