There are primary and secondary headaches.

Primary headaches include migraine, tension, and cluster headaches.

Secondary headaches have an underlying structural problem of the head or neck..

When you first feel a headache try to do some mild exercise.  This can help you as exercise is known to reduce anxiety, increase blood and lymph circulation, produces natural pain killers called endorphins, among other benefits.  

Another natural remedy is to stop what you're doing, and if possible, lie down in a quiet room with a cold pack on your forehead for 30 minutes. Take a warm bath or shower and if you are inclined, take aspirin or an aspirin substitute.

Acquire the services of a massage therapist who can release the tight muscles that are putting pressure on nerves that affect your head and shoulders.

Most headaches are not serious, however, if it includes fever, facial soreness, and nasal discharge or includes other symptoms seek medical attention.  If you want to learn how to prevent headaches click the following link.
  How you can heal yourself
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