Chronic headaches are a concern. I strongly recommend that you see your primary care doctor
. A neurologist
(a brain specialist) can also be of help if you have further questions.
Chronic headaches have multiple different causes. A tension headache is the most common cause. This is caused by muscle spasm and "tension" surrounding the head. A problem with your pillow or sleeping posture can cause this, as can severe fatigue. Another common cause of recurrent headaches are sinus headaches. These normally are focused on your forehead or nose. People can get them from sinus infections or allergies. There are many potential allergens in old pillows or sheets (dust mites etc) and this could cause recurrent headaches at nights. Another cause of recurrent sleep-time headaches is obstructive sleep apnea
. This is when one has trouble getting oxygen while sleeping. This is common in overweight people who snore. Migraines are a cause of chronic headaches, although nightly migraines would be unusual. Pounding headaches on one side of the head with visual symptoms or nausea are characteristic of migraines.
A very concerning cause of headaches is a brain mass. This is very rare, but a possible cause and therefore deserves to be ruled out. Classically, the headaches from a brain mass are more common in the early morning.
Fatigue, as you mention, can also cause headaches (tension type most often). This level of fatigue however is unusual, and medical causes of excess fatigue should be ruled out.
I would strongly encourage you to see your doctor as headaches are often treatable and serious causes should be ruled out.