My baby likes to bang her head. Could that cause any serious problems?

Possibly. Head banging issometimes a foreruuner of more serious things to come later. See your pediatrician.
Not really. This is a common method babies sometimes use to self soothe. Rocking back and forth, or head banging does appear odd but is often just a transitional practice as baby develops.The intensity of the banging is generally not enough to cause pain, or baby would soon stop.The brain is well protected by the skull and inner cushion layers. As long as baby is growing and developing normally, ignore it.