Can mosquito bites form a white head ?

Usually not: Usually not; this is more commonly see with fire ant bites. However, if local bacterial infection results from the mosquito bite, then yes, a whitehead can form. As long as it's confined to a small area, does not seem to go deep, and there is no fever, it is reasonable to do warm water soaks, soap and water washes, and maybe a little antibiotic ointment. And worse i'd see the doc.