Yes to the doctor visit, but: I believe this and a number of other weird head-sensations in early sobriety are evidence of neural pathways healing. For me they were twinges, and were often accompanied with strange memories, long-ago or early childhood memories, which I was not aware of ever having had before.
The brain is a mysterious and wonderful organ, and maybe its healing is what you are experiencing. Not a doctor, not much of an expert in anything physiological, so take this with a grain of salt.
And make sure to stay hydrated as your kidneys are also mending and they can become hyperactive during this process, so your headache might be dehydration.