So diagnose a headache you want to be evaluated by your physician and have a thorough history and physical exam taken. The most important thing is to rule out secondary causes or other causes that can be causing the headaches. And this can include things like aneurysms and tumors. To help with this, imaging can be done, often times an MRI of the brain or CT scan of the head may be ordered to evaluate for other causes, as well as lab tests to check for thyroid disease and other disorders that may be contributing to the headaches.