Although it may feel like it, a headache is not actually a pain in your brain. The brain tells you when other parts of your body hurt, but it can't feel pain itself. Most headaches happen in the nerves, blood vessels, and muscles that cover a person's head and neck.
There is many many reasons why a person can have headaches. The most common reason would have to be the over activity of things in the head that are pain sensitive. Things such as damaged nerves, blood vessels, and muscles in the neck. All contribute to headaches