Every time i exercise or get hot i feel pain and pressure in my head. What could be causing this?
Answer: I'm not a doctor, but it sounds like it could be high blood pressure. I had high extremely high blood pressure and had the same symptom. There's many places you can have it checked for free. I'm sure you've seen the blood pressure machines in pharmacies etc.
Regardless, you'll want to see a doctor. Headaches as you describe are not normal. It's your brain you're talking about. Why take the risk of not getting a professional opinion?