My head keeps tingling. Like when your arm falls asleep that's what it feels like in my head and I get really bad headaches. Should I be concerned?

See a doctor. Get this evaluated. Preferably by a neurologist, although you might start with your pcp and if necessary they will refer you to a specialist of their choice. Good luck, .
Headache and tinglin. Headache and tingling combo is not specific for any particular disease. More in depth history and physical is needed to determine the cause of your complaints. I would advise you to see a local doc with your complaints.