Head and neck pain after massage, too rough or wrong type?

Go easier. Have your therapist "go easier" when doing the massage.. Remember, you are in control of how hard or soft the massage is done; if it is too rough, let the therapist know. You should always feel better after a massage.
Probably. Your muscles in the back of the neck are probably irritated which can cause headaches. This should resolve soon. It's normal to be sore after massage especially if it's your first one. Hard to know if wrong type as it really depends on you.