"Headache" is a countable word. It true a person can only experience one headache at a time. However, many people can collectively suffer "headaches". Also, a single person can suffer many "headaches" in sequence.
"Headache" is also used as an idiom to mean "unpleasant circumstances." (For example, "Paying my taxes on time is a headache.") If a person is experiencing more than one unpleasant circumstance, that person may say "I have too many 'headaches' right now."
A person cannot literally have more than one headache at a time, but when "headache" is used as an idiom, it is still countable.