What Causes Headache And Migraine?

Hello i have never suffered from painful sore heads and i have never had a migrane in my life. But recently i have been getting shooting pains right across my forehead sometimes i can handle it and just ignore the pain but sometimes the only thing that helps is if i massage my forehead. these pains can sometimes linger all day. i exercise daily as work in a gym so i am always active but i do however smoke. what can help prevent these headaches?