I had tension headaches when I first started with anxiety. It was a dull like tight band feeling across my forehead and I had one for over a week! Antibiotics, stretching and exercise sorted it out though. If you are really worried then go visit your doctor, headaches aren't to be overlooked in few cases. Think of the factors that involve your lifestyle.. do you get enough sleep? Exercise? Spend a lot of time sat at a computer? Eat healthy? All these contribute to different types of headache. In my case, I needed to do stretches of my back and neck to relieve all the tension points.. if you try and find them on the back of your head/neck and press down you'll know if they are coming from your muscles as you pain will shoot up to the point of the pain in your head! Massaging this helps in the short-term, but other than regular pain killers and ibuprofen you kind of just have to sit them out until they dissapear. If you're getting them every day then it's considered chronic and nothing to worry about most of the time. If family members (mum or dad) suffer from headaches you may get them too. All factors to think about before worrying that something is really bad, but if it continues in the long run to just go and have a talk to your doctor