Should I go to the doctors for my headaches? But I'm scared it might be really serious.

Yes. You should see your doctor, mostly because you will likely receive the reassurance you need to feel ok about your headaches. Headaches are very rarely a symptom of anything more serious than stress or dehydration. So don't worry about them, but do see your doctor.
Yes. Headaches can come from fatigue, sleeping too much or too little, sleep apnea, snoring, being dehydrated, having chronic sinusitis or allergies, too much caffeine or over the counter headache medication, high blood pressure or something more serious like a tumor. See your doctor and get checked.