Can nerve damage affect the whole body, i have a weird (tightening sensation) that affects my head, mostly aggravated in cold weather. ?

Cold sensitivity: On the first question yes - nerves can effect the whole body, but your descripation does not seem to fill that bill. Tightening around the head with cold weather makes me think of muscle contractions. Try a muscle relaxant per your M.D. See if it clears. I like Fioracet for muscle contraction hadaches. If it doesn't clear see a neurologist? Not enough info here for a more specific diagnosis...