Many many causes. Migraine, hemorrhage, infection etc.
Lots of things. The headache could be the primary problem or it could just be a symptom of something else. There are lots and lots of things that can cause headaches ranging from tension to extra bloodflow to pressure on nerves to brain tumors and high blood pressure. Sometimes we don't know what the cause is. Any new or more-severe-than-normal headache needs to be worked up by your doc right away.