A headache, known also as cephalalgia, is a pain that is continuous in the head. This can be pain anywhere on the head. There are no pain receptors for the brain so the headache is actually not a pain felt in one’s brain. The pain instead is the cause of disturbances of the structures that are pain-sensitive around one’s brain. Over the counter pain medications and prescription medications are often used as the initial treatment to try and relieve headache pain.