What causes always having headache?

Many: Headaches are caused by two different categories of biological happenings: either by muscle contractions, or by vascular irregularities (the alternating constriction and expansion of arteries). Certain conditions such as brain tumors, arterial inflammation, and irritation of the facial nerves also cause headaches, but these are extremely rare.

Anything: You could be having migraines, tension headaches or sinus headaches. Sometimes dehydration, lack of sleep/poor sleep, skipping meals, stress, sleep apnea/snoring or chronic sinus allergies can cause headaches. I recommend you see a doctor.

Get checked out: A good start at finding potential headache triggers would be to maintain a diary. Every time you have a headache write down what you were doing, the foods you ate that day, alcohol, smoking, caffeine, stress, how much sleep you had the night before, eye strain, etc. Try to find patterns in your headache so that you can learn what things to avoid. Get checked by your doctor.