I get headaches when having sex? Not all the time but mostly while I am having oral done to me?

Probably not serious. Well, they say if banging your head against the wall hurts, stop doing it but i guess you didn't want to hear that. Headaches during sex are common and usually benign. They occur mostly just before or during orgasm. That said, if you have severe headaches i would always recommend consulting your doctor as there are more severe reasons for headaches, with or without sex.