I don't know what kind of hair you have but mine are new as well and some of them tend to do that.
What I do is just backcomb them and then take some of the fuzzy and twist it around the dread while twisting the dread in the opposite direction (if that makes any sense)
You can always try using a rubber band too?

OK I've had a few of those over time, dreads that seem to split into two at the root...and all fixed successfully...what I did, was to take the root with both hands, using index fingers and thumbs, and actually kinda un-mat them, just at the roots, and only where it hasn't actually properly matted yet...the problem is caused when two dreads become one, or when the roots from one dread just wanna be two LOL...so you gotta re-train that root section as a whole, force em into submission :P

So yeah, I did that, I got the roots of the offending dreads un-knotted (doesn't have to be perfect, just break-up the divisions that is created in the actual root segment...i.e. where it's becoming two dreads at root-level)...then, root-rub the living crap outta that section, and either put a bead over it (can be uncomfortable) or use a rubber band to force those roots into matting together as ONE. Make sure you palm-roll it regularly until sets as one...shouldn't take long for it to realise who's the boss (and it ain't Tony Danza) lol

Good Luck Graham :))