Most headaches don't have a medical cause.

One point of view is that these headaches are halucinations.

They are caused by a conflict of two thoughts. I was taught to realize what the conflict was, and to put it aside, if it could not be resolved immediately. Make a concious decision to put the issue on a "back burner".

Then to do a excersize based on the idea that a headache persists, because it is resisted. It was taught sitting eyes closed with hands on legs.

Now... you try to experience the headache clearly. Locate it and then estimate it's size. A volume of one ounce of water, two... try to assign a color to it. Patiently sit and experience it. Again... estimate it's size. You may find that it becomes smaller. Eventually it becomes elusive. While trying to experience it clearly and accurately, it disappears.

I have been able to do this "process", driving in slow traffic, eyes open, with success. Fever headaches and hunger headaches, are for me, the ones I can't process out. Oddly, sometimes, headache remedies, taken for muscle pain for example, can give me a headache.

It was taught to me as part of the 60 hour, est Standard Training in the late seventies. Several things from that experience still help me to, cure a headache, or to take responsibility for the experience I create from the circumstances of my life. We can't control the facts... but we can control the context, in which we hold them. (Est is now called, The Landmark Education - Seminars).

While the brain itself may have no pain sensors, all the other parts of the head do. These include muscles, blood vessels and sinuses. Problems with any of these are often the cause of a headache. Even problems within the brain, such as tumors, create pain indirectly by pressing against structures than can register pain

Headaches and migraines are not brain aches.

Not everything in every skull is brain, and nerves from other tissues in your head give warning when something is wrong, without necessarily saying what or where. For instance, sinus inflammation might feel like toothache; toothache, or even problems outside the skull, pinched nerves or muscle spasm in the neck or shoulder say, might feel like headache, as dentists and physiotherapists well know.  

Pain that you feel in places other than where the cause lies, we call referred pain. Generally the illusion arises when we cannot correctly interpret pain signals from nerves serving parts of the body that we are not consciously familiar with. Plainly, many kinds of headaches are referred pain, and one thing they have in common is that the pain receptors are not part of the brain tissue.

Inside the cranium, infections or physiological conditions may cause  painful inflammation of blood vessels or the meninges: the membranes round the brain.

The causes of migraine remain confusing to this day. Recent opinion favoured pressure changes in cranial blood vessels, but now it seems to have more to do with inflamed meninges passing on inappropriate messages by irritating the trigeminal nerve.  

Still not a brain tissue or innervation problem.

The functional elements of the brain are indeed mostly insensitive to pain. However, a variety of structures in the brain can generate pain signals, including blood vessels, the dura mater (one of the membranes covering the brain), the cranial nerves and the upper cervical nerve roots. All of these are well endowed with pain receptors.

In addition, lesions and tumours in the brain and spinal cord may cause pain that appears to originate inside the head.

L. S. Illis, Retired consultant neurologist, Former editor of Spinal Cord, Keyhaven, Hampshire, UK