Loose bolts attaching the headboard to the bed are the most common culprit. Make sure that each bolt is tightly screwed onto your bed frame- but not so tightly that it can cause damage if the frame is wood. If your headboard is both wall-mounted and attached to the frame, make sure the bed itself isn’t moving, or you could damage the wall, the frame, and the headboard. If you find your bolts are stripped, you can buy new ones, or as a preventive measure, buy bolt adhesive, which is widely available at most hardware stores.