While i agree with Ken that one should be paranoid, especially as an athlete. I too am wary about having the doc on speed dial, especially as its 15 dollars every time i want to see him which adds up quickly if you go several times a month for him to say "dont worry about it" and i don't feel like im getting that much piece of mind.
If i get poor sleep, if I am eating poorly or incorrectly or if I am just feeling tense and/or under the weather (that is, feel as though I am going to have a hard time performing even before i start) then it is pretty common for me to get a headache, especially when pushing myself to the max (which all my workouts do..)
Just yesterday, for example, i felt pretty crappy going in but decided to try anyway and had to cut my day short because of a headache that came and worsened as intensity increased. It persisted through the night, as well.
I dunno, just my experience, though I haven't had that checked out for myself
