There are several types of headaches, and the medical community has established a definite set of categories for each.

The vast majority of headaches that patients suffer can be easily fit into the first category, or primary headache.
Primary headaches occur to almost everyone, and are not a serious or life threatening issue. That said, primary headaches can be quite painful on some occasions, or can become a chronic problem. Although this isn't life threatening, it can be a serious impediment to quality of life.

Fixing these kinds of primary headaches can be very important to the daily life and functioning of a patient. Correcting issues regarding primary headaches can usually be done with the use of over the counter medications.

Cluster headaches present with a far greater pain level.
Although not life threatening in itself, the pain associated with a cluster headache can drive patients to take unreasonable measures. Cluster headaches are so called because they occur in chronological groupings, and can be very hard to predict. This means that treatment over the course of a lifetime is difficult, resulting in first occurences that are hard to avoid.

A cluster headache can disable an individual, so great is the pain. Pain typically focuses behind one or both eyes. Patients may undergo a pain crisis when presented with a cluster headache. Treatment of this pain should be the immediate and overriding concern. Over the counter medications may do little to help under these circumstances.

Secondary headaches are the third and rarest form of headache types.
As the name implies, a secondary headache results from another issue. Secondary headaches result from a problem in the brain that may or may not be life threatening. In the most serious of cases, a secondary headache can be a sign of a brain tumor. Poor blood flow and internal bleeding can also trigger secondary headaches.

Regular headaches should be a sign to see the doctor.

The vast majority of headaches suffered fit into the primary headache category.
As many as 90% of primary headaches are caused by so called "tension" headaches. A tension headache occurs when the muscles over the skull contract tightly, putting a painful amount of pressure on the head. The pain can typically be felt around the temples and around the eyes. Relief can usually be found with a variety of over the counter medications.

Evan