Question: how to relieve occipital neuralgia pain?
Answer: Apply ice/heat therapy. Ice therapy may reduce local inflammation and relieve pain. ... 
Take NSAIDs. Nonsteroidal anti-inflammatory drugs (NSAID) are over-the-counter medications such as ibuprofen (e.g., Advil, Motrin) and naproxen (e.g., Aleve). ... 
Give yourself a neck massage.