Well just the other day I had a strange sensation, but only on the top left side of my head, not quite a headache, and I could desrcribe it as maybe cold,but it sorta had a numb pins and needles feel to it too. I dont think its probably the same sensation you felt, but its can desrcibe of it.
I would adk your doctor like everyone else has suggested, best thing to do, let know what he says...