Headaches can occur when there is stress on the hair follicle. For example, hair drawn in a direction other than its natural growth pattern (hair types come out of the hair follicle in particular patterns for curly, body, straight; and also, hair grows in a pattern about the head so that it hangs or forms the way it does for humans). If hair, like braiding, is pinned too tightly, or the whole updo slips causing pulling on the hair in the follicle at the hair root are other scenarios that can cause aggravation to the hair follicle and result in headaches. This is because there is a system of capillaries and even veins that feed into the hair follicle, which is what nourishes the follicle to grow hair. If the hair follicle is aggravated, the capillaries are in turn aggravated and in this way a headache can arise. For those with heavy hair, consider dividing the weight of the hair or placing more of the hair in an updo on top of the head such that the skull supports the weight of the hair better. Also, consider using long bobby pins (what are technically named hair roller pins) to pin the hair in an interlocking network for better hold. Pin as one proceeds in creating the updo style for maximum staying in position. Do not wait til the end of forming the hair to pin into place.
Those who swim in chlorinated or salt sea water may benefit from first wetting the hair entirely and then applying conditioner to completely swell the entire hair shaft. The idea is that less uptake of chlorine or salt may result which in turn helps to preserve the beauty of hair. Those who swim a lot may also benefit from the products on the market that remove chlorine after swimming in pool water.