This question has been sitting in one of my pocketbooks for a few years but it was only until recently that I have been fervently looking for its answer. For a few months, I searched on the internet and kept a lookout for it in magazines, newspapers, and TV shows, but with no satisfactory answers.
Just to clarify, I'm not looking for what causes the headache (which usually yields answers like stress, anxiety or due to an underlying disease). Rather, I'm interested in knowing what exactly caused the pain itself.
Finally, one fine day, I heard Dr. Oz briefly mentioned about the source of pain for headache on his show, in a way that really answered my question! Thanks Dr. Oz :) It's short yet succinct. And so, here the beautiful answer goes:
From Dr. Oz show:
" ...Physical and emotional stress alters the brain chemicals which, in turn, causes spasms (dilation/opening and closing) of the blood vessels in the brain. These spasms are what we feel as pain..."