Is it normal to have pain when shaking head? i ve heard that when you do the brain moves and can hit the sides

Brain moves: The brain does move when you shake your head and can give rise to some uncomfortable sensations, but usually not pain unless the process was so severe that brain shearing or damage occurred.

Some basics: The brain sits within the skull surrounded by a series of cushioning membranes & fluid.(like bubble-wrap) With gradual movements these all move in unison. If there is a sudden movement, especially with force & momentum, the cushioning layers might be overcome. I doubt shaking your head could really result in any pain unless there were another problem as the cause.