The brain does not feel pain within itself.
While there are many pain-sensitive areas surrounding it, the tissue of the brain lacks the pain receptors (or nociceptors) that cause a person to experience the sensation of pain. In fact the brain contains no sensory system of any kind, meaning changes in temperature, pressure or damage to brain tissue cannot be felt by the brain unless they affect an area connected to the nervous system.
Therefore, in actuality, headaches, no matter how severe, do not stem from any disruption in the brain itself. Rather, they occur because of disturbances or abnormalities in the structures surrounding the brain, including the many nerves, muscles, arteries, veins and subcutaneous tissues as well as the eyes, ears, sinuses and the cranium.
In fact a person may never detect the presence of a brain tumor or cyst unless it begins to exert pressure on the surrounding nerve tissue or blood vessels.