One reason that people finally do see a doctor is because they’re worried that the headache is caused by something "serious", such as a brain tumour. That’s an excellent reason to see a doctor, by the way, if you can’t find any other reason. Let’s not knock it! But most headaches are simply tension headaches. This excellent little article from The Times discusses the difference between some serious symptoms and some less serious, such as tension headache and brain tumour, or Meningitis and the flu. For example, a headache from a brain tumour will generally come out of the blue and get worse and worse over a matter of weeks. Tension headaches tend to come and go.
Always remember, however, not to let a little knowledge keep you from seeing a doctor and getting a proper diagnosis. If you have any kind of new headache, or if your symptoms change, you should be talking to a doctor as soon as possible. Educating yourself and getting another opinion should always go hand in hand.