Hello, I Recently Started To Workout, Lifting Weights, Running, Etc.

Hello, I recently started to workout, lifting weights, running, etc. About 3 weeks ago, I started to get a severe headache when I worked out. The headache starts within the first 10 minutes of workout, but goes away as I continue my workout. I did research online, a lot of information coming back that I should look to get a massage to relax the tensed muscles in neck/back area.