You might know some of your common headache triggers, maybe you are likely to get one if you skip a meal or don’t get enough sleep. But you may not realize that two kinds of headaches one is sinus headaches and migraines. are linked to allergies. A sinus headache usually involves pain localized over the sinus area. You may also experience pain in your face along with or instead of a headache. A migraine headache is usually a throbbing pain on one side of the head. Light may make it worse, and you could also experience nausea.