How old are you? Are you sexually active? Are you using birth control?
Details really help in this type of situation. For instance, many young teen girls have irregular periods. They usually straighten out and become more regular in their twenties. Being late one day is a blessing, to be frank.
If you are sexually active, not using birth control, there is ALWAYS a chance you can become pregnant. And a headache is not normally a symptom of pregnancy. Sometimes when you become dehydrated, you can get headaches.
Unless you are planning on becoming pregnant, both of you need to be using birth control. Get a pregnancy test at the dollar store.