Headache in back of head on left side when I cough. Could it be aneurysm?

Symptoms of aneurysm. It is doubtful that your symptoms are related to an aneurysm. Aneurysm generally do not cause any pain or symptoms. It is more likely related to a cervical spine issue or a pinched nerve than an aneurysm.
Could be. Suspicion is first part of diagnosis for cerebral aneurysm, may manifest as mild head aches neck pains etc, see your physician will examine and refer to a specialist for tests, neglect may lead to tragedy.