Anxiety Support Group
Anxiety is a physical condition marked by intense and persistent feelings of distress, fear, angst or dread. General anxiety caused by routine day-to-day stresses usually passes quickly and is experienced by almost everyone at one time or another. However, such feelings that linger over time and are very difficult to cope with, and which lack a clear cause, may indicate...

Second, massage behind your ears, then across your face around the cheeks, and the nose.
These two things will give you an idea of where the pain is directing itself. Once you eliminate the source, (and if it is fear, anxiety, you'll notice what is left) you will be able to relax the pins and needles part.
I do head rolls to relax the tensed muscles and that often releases the symptoms.
Best wishes.
Headaches are most likely due to dehydration as mid says, stress, sleeping in a weird position, neck strain, eating, drinking, smelling, seeing or hearing something triggering (wine, chocolate, cheese, perfume, bright flashing light, sirens, etc.).
If your headache persists, by all means, get it checked out but headaches are very common but usually not serious.
Dehydration is probably 90% of the cause for me, following that would be too much computer. :D
Dehydration also tightens the muscles in your body as they dessicate. This can lead to pulling you out of alignment, so massage won't work without water.
During sleep your brain opens the flood gates and literally washes itself clean. Literally. They've finally proved it. So ensure you have enough sleep, to get your brain clean and washed of unwanted chemicals which might be interfering with your processing.
:)
What also helps me as a chronic headache gal is ice. I hate it but ice bag wrapped in towel on neck. Doc suggested icy hot first then ice it. Doesn't feel quite as cold. Simple thing that has worked for me when even meds don't. Good luck.