Well, I am not sure. I would. On the other hand, in PFS, pre fasting, and after too -- I had headaches all the time. Now not so much, usually zero unless I'm up like 24-40 hrs or something (not because of PFS - i.e. because of working, studying, and other reasons). If it's severe I'd get it checked.
I am 100% certain a current back injury is from working out all the time and twisting motion or something. I'll get checked up when I have the time, or maybe it will go away in 6 weeks not going to the gym. I got it checked by a family doctor he said it was fine, probably muscle pain. If I get a chance quickly, I'd go get a scan maybe.
If I had some unusual headache lasting days and days, I'd go get checked. Years ago, on effexor and after. With drinking... I had like 12hr Plus migraines at least once. i was too sick to get it checked out. Recently, in good health for the most part, I'd definitely get some headache that's going on and on checked out. Unless of course I had them for years and years, and there was nothing I could do about it or something.
If concerned, check it out. Will they find anything out? probably not. But maybe. I mean if I had a sharp headache whenever concentrating/working, I'd find that pretty troubling. I'd get it checked out. Does that mean 100% you need to get it checked out? That's a judgement call.