Is there anything like a harmless bleed in the brain?

When is a persistent headache a matter of concern that should warrant seeing of a doctor?

If it has been happening over a long time, you need to see a doctor. Other cases are if it is gradually increasing in intensity and getting worse despite taking painkillers. An example is if you find yourself moving from a mild painkiller like paracetamol to stronger ones that have codeine, an opioid.