Is it normal to get constant headaches?

No. You shouldn't get headaches constantly. Many things can cause headaches. Please see your doctor to get this evaluated as successful treatment depends on treating the right cause. You shouldn't accept this as normal.
Not really. Headaches can be from a million different things. Most can be attributed to a specific cause. Although, some are very hard to figure out, most cam be treated effectively. If one had "constant" headaches, they should be seen for a proper evaluation.