Anything. 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.
See your doctor. If you have repeated headaches, i recommend seeing your family doctor to evaluate it later.
Get checked. If your headaches do not respond to pain medicines like tylenol (acetaminophen) or motrin, then it would be good to get checked out by a doctor. You may also want to maintain a headache diary when you have a headache. In this you should write down anything you ate in the hours before the headache started, or how much sleep you got the night before or anything else that stands out and look for patterns.