Jesusplay,
I filed a claim during my discharge medical examination back in 2010 for headaches, (which was documented a few time in my SMR). All the shipboard corpsman did was give me motrin and documented I came in for a headache, motrin provided. Well I told this to the outbreifing physical doc, and she said theirs probably not enough evidence to file a claim.
So a cou[le months after I retired, I made an appointment with the local VA medical center near where I live and they initially sent me totalk to a psychologist, speech therapist. This went on for about 6 months, then finally after six months seeing these folks, my VA primary doctor ordered to have an MRI done. Wow, what a surprise when the VA doc called me while I was at work and said I have "Normal Pressure Hydeocephalus. I had surgery 4 months late to have a shunt put in to relive the excess fluid built-up in my skull. I have scense submitted another claim for this condition, had a C & P exam done and am waiting for a decision. I am currently (according to E-benefits) in the PREPARATION FOR DECISION phase.
As Tiredcoastie mentioned you need to have some documentation in your medcial record for them to tie it to service connection. It's a battle I know. If you made copies of your medical records before yor were discharged take a look back through them all and see if you can find anything documented for headaches.
I wish you all the luck!!!