Recently started having throbbing headaches when i exercise. it happens on the right side (front and back and on top) it eases once i stop working out. scared i could have brain tumour?

Evaluation needed: Exertion headache is a poorly understood syndrome with tumors being found in only 10-15% of the patients. There are many other causes for such headaches, including vascular and idiopathic ( where no immediate cause is found). Starting workup with your doc is strongly recommended otherwise in order to determine its cause if possible.

Exertion HA's: You probably are experiencing migraine events, but as mentioned other causes may be playing a role. Am very skeptical that you possess a tumor or indeed any intracranial structural mass causing your pain. Suggest a visit to neurologist to get this diagnosed and treated.