Headaches seem to be a mystery a lot of the time. If I'm outside all day when it's cold out (like really cold), I often get a pounding headache about a half hour after I come in from the cold to a warm house. I'm fine all day in the cold. It's also weird that a hot shower usually cures my headache. I've asked numerous people if the same thing happens to them, and I've yet to find a single person with the same problem. It's been happening for 25+ years now.