There are a lot of different causes for headache... as already mentioned sinus infection can cause that sensation. But if it's really severe, and unusual for you, I would recommend seeing a doctor and describing it to see what he/she recommends. Benign intracranial hypertension can also cause that sort of sensation for example (& I'm sure there are numerous other causes including quite benign reasons).
Maia is correct, there are many different reasons why you are experencing such a wicked headache. While it could be a nasty migraine because of the weather/ season change, it could be a sinus headache, or of course even something serious. Regardless, you need to get it checked out just to make sure, not to mention, get the proper medication so you can get rid of that nasty headache.
Hi Jo, if the headache is new to you, I mean that if you are not a headache-ey person, then I would deffinately suggest that you get it checked out, just in case, and just to be safe. Let us know what happens.