Never had it happen in food I haven't cooked. I guess I'd be a little grossed out - in a restaurant I might send it back or ask for a refund since it implies low health standards in general, and that worries me more than the hair itself. At a friend's I'd probably be very mildly grossed out but say nothing out of politeness.
Happens fairly often with my own hair or cat hair and I'm completely indifferent. I'll pick it out if I'm paying attention but really not a big deal.