They make you miserable. As mentioned above, stress is one cause. Allergies, sinusitis, head colds can all bring on a headache. Some medications also can cause headaches. Another cause of headaches is sleep apnea.
Sleep apnea is a dangerous disorder that can cause high blood pressure, strokes and heart attacks.
It's also the most common cause of excessive daytime sleepiness, weight gain, impotency and, yes, headaches. If you awaken in the morning feeling unrested, and if your throat is dry or sore, or, if you wake most mornings suffering from a dull headache that's hard to shake, then you may be a victim of sleep apnea. Other symptoms are loud snoring, excessive daytime sleepiness, jerking awake during the night and unrefreshing sleep. If you suspect that you may be suffering from sleep apnea, talk to your doctor about having a sleep study. There are ways to treat the disorder.