There are various types of headaches:
Tension
Symptoms: A dull, steady pain that feels like a band tightening around your head
Tension headaches usually bring on neck and muscle discomfort.
Cluster
Symptoms: A nonthrobbing pain around one red, watery eye, with nasal congestion on that side of your face
Cluster headaches come in groups over a set period of time. Nasal congestion and a flushed face may accompany the headache. Men suffer from this kind of headache more than women.
Migraine
Symptoms: Throbbing, begins on one side, and causes nausea or sound or light sensitivity. Visual disturbances, such as flickering points of light, may precede the headache.
Before many migraines, the victim will experience an aura (a warning of the migraine coming). The victim may also experience nausea and vomiting.
Sinus
Symptoms: A steady pain in the area behind your face that gets worse if you bend forward and is accompanied by congestion
These headaches are caused by inflammation and infection of the membranes lining the sinus cavities.

This writeup inspired by my current tension headache. I will provide more information about all headaches once this ceases. Also, this information found (but not copied) from the onhealth.com website.