The most common type of headache is a tension headache. Tension headaches are due to tight muscles in your shoulders, neck, scalp and jaw. They are often related to stress, depression or anxiety. You are more likely to get tension headaches if you work too much, don't get enough sleep. Other common types of headaches include migraines, cluster headaches and sinus headaches. Most people can feel much better by making lifestyle changes, learning ways to relax and taking pain relievers. Headaches can have many causes, but serious causes of headaches are rare.