What Causes Headaches?

I am 24 years old, weigh between 95 to 100 lbs, my height is 5 4 . I get headaches all the time, there isnt a day that goes by where I dont get a headache. I also cant gain any weight, I know I am under the weight that I should be, and I eat alot. Some days, I feel sick to my stumach, have a headache, or just ache in general. I have had people that are close to me tell me these things arnt normal, because they happen more often than any healthy person. If you could help me, I would really appritiate it very much. Thank you.