The human brain contains no pain receptors or sensory system of any kind for that matter. Therefore any changes in temperature, pressure, or even damage to brain tissue would not be detected by your brain unless it affected an area connected to the nervous system. Therefore, when tumors or cysts cause people to experience headaches, the pain is actually resulting from pressure on nerve tissue or blood vessels that surround the brain, not the brain itself. This anatomical quirk has also proven useful in numerous brain surgeries, since a lack of pain often allows patients to remain completely conscious during the entire procedure! In these sorts of situations, patients are able to report any changes in sensation to the surgeon, which allows the surgeon to avoid harming critical brain areas.