Depending on the cause:

Massage neck/stretch (if you have been at a computer/desk/reading for a while)

Drink water (2 glasses) and eat a snack with complex carbs and protein (if you aren't great at eating healthy regularly or drinking enough regularly)

Go for a walk or do cardio and get fresh air (sometimes your body gets angry you haven't moved enough. Also causes mood issues in some cases)

Take a nap (have you gotten enough sleep? Lack of sleep causes a pile of issues)

Have tea (caffeine and hydration help sometimes)

How are you emotionally? Sometimes having strong emotions can be draining and you need extra sleep and sometimes need to do cardio to use cortisol in a healthy way. Working through the emotions is also very important; figure out why you are feeling the way you are, what (if anything) can you do to respond to the situation (responding to others, altering where you are in relation to the problem, directly addressing the problem). Keeping and processing some (high energy or negative) emotions can cause you to have headaches. Cardio helps drain the energy otherwise spent experiencing the emotions for extended periods of time so you can process them faster.