If I've been exercising and now my head hurts, what could be the problem?

Too much exercise. It depends on the kind of exercise you are doing and how hard you are doing it. If you do aerobics and listen to music during it, you might be listening to it too loud, and/or you might be doing aerobics too intensely. There could be a lot of othernoise there. It might be a good idea to slow down your pace and get some fresh air.