There are many different types of headaches, and your osteopath will always suggest to see your GP if you are experiencing headaches regularly.
However some headaches can be caused be our posture. If we sit with our heads too far forward (for example, looking at a computer screen!) we cause a great deal of strain and excess weight through our necks and neck muscles. Our heads are particularly heavy, and whilst our muscles are very good at their job of keeping our head upright, they will begin to fatigue and strain under the altered incorrect posture. The muscles at the base of the head usually take the brunt of the problem, causing a "pull" up and over the head, resulting in a posture-related or cervico-genic, headache.
Your osteopath may want to carry out some neurological tests to check the cause of your headaches.