I would recommend making an appointment with a general practitioner, or even a dermatologist
to be evaluated. There are a couple different things that come to mind from the description that you gave that may be going on. First of all, there are many different dermatologic processes that can manifest themselves on the scalp. For example seborrhoeic dermatitis is a dermatologic condition that can affect multiple different parts of the body, including the scalp. It causes inflammation, which can be itchy, painful, and even cause flaking. Another thought that I have is that the feeling you are having might be a normal reflex. I can't ask to find out, but if this is a sensation that comes on suddenly, and goes away rather quickly, the hair on your head may actually be "standing on end". There is something called the erector pili muscle which is attached to each hair follicle, and when stimulated to contract it raises the hair follicle to a more erect position. This can be a reaction to a temperature change (usually cold), or due to an emotional response (getting "goose-bumps" while watching a touching movie). Those are just a couple thoughts. I would probably start with a dermatologist if this sensation is present for a while (couple weeks) and is bothering you. I wish you all the best.