Sinus headaches are common in winters that may occur from wet hair and not wearing a hat. To cure headache in winter, you can keep the neck and scalp warm when out in the cold using scarves and hats. Keep the shoulder muscles loose by carrying out stretches or shoulder circle movements regularly throughout the day. Use heat packs to keep the muscles around the neck and shoulder warm after being out in the cold. Try to keep your stress levels down as stress is known to increase the tension in these muscles. Treat yourself with regular neck and shoulder massages.