Headaches are one of the most common forms of pain. For some people a headache may be a minor irritation once or twice a year, while others can suffer disabling pain on an almost daily basis. Headaches occur when pain-sensitive nerve endings around the scalp, in the blood vessels that surround the skull, in the lining around the brain, and in other areas around the head send impulses to the part of the brain that interprets pain signals from the rest of the body. Some headaches are related to tender spots in head, neck, and shoulder muscles.
Source: http://nccam.nih.gov/health/pain/headachefacts.htm?nav=rss