If you suddenly develop an intense headache that feels unlike anything you have experienced before, it could be more than just stress or fatigue. This type of headache often comes on quickly and may be accompanied by a feeling of pressure or throbbing that does not improve with rest or painkillers. In some cases, it can be a warning that a blood clot is forming or a blood vessel in the brain is under strain. Ignoring this symptom of a stroke could allow the problem to progress, increasing the risk of permanent damage.