Thank you for your query , yes, you need to go to the doctor right away. Sudden headache which does not respond to medicines need to be checked out immediately. could you describe your pain for me - pricking, throbbing, compressing? do you have nausea or vomiting when you have the headache? do you have neck or lower back pain do you have history of hypertension , heart disease? are you on any medication? do you need to wear prescription glasses? Headaches have wide range of causes ranging from eye weakness and sinusitis to infection or increased pressure ( due to various reasons) upon the brain. a physical exam can help to pinpoint the cause . you may need additional imaging studies to help with the diagnosis. make sure to expect these during your visit and take someone along with you just in case you get unwell. hope this helps. and you feel better soon. please get back to us if you need any further clarification. Wish you good health.