Too much or too little fluid in and around the brain can cause high-pressure or low-pressure headaches, respectively. These could signal spinal fluid blocks or leaks, which can be dangerous.
Increased blood pressure from exercise can, in rare cases, put someone at risk for aneurysms or intracranial bleeding.
But, Saper said, most of these headaches occur in people who are predisposed to headaches for some reason. If, for example, someone has a history of migraines or has low blood sugar because of diabetes, then they will be at risk for headaches after exercising.
"Common sense prevails on those kinds of things," said Saper, adding that if headaches are deemed benign by an expert, people can head them off by taking anti-migraine drugs or other pain medication.