Normally speaking, it is not very common to have headache from a stye but possible. A stye is the the inflammation of blocked oil glands in eyelids caused by acute bacterial infection. You can find a red and big cyst on the infected eyelids. For normal cases, after it is pointing or draining, it would healed out with no need of treatment, but in some serious cases, the stye might linger longer for months. Once you find extremely big cyst on eyelids or your stye is accompanied with fever, headache, loss of appetite or lethargy, you should go to hospital for further examination. In normal cases, warm compress on eyes would help the cyst to break spontaneously. Once the pus is drained, it can heal up. But remember don't squeeze which would possible worsen the infection. As it is bacterial infection, it is contagious, so don't share the towel with others.