Ice pick headaches are painful but they're not dangerous at all.
An ice pick headache should only last for a minute at a time at most and then go away but can come back later.
I get ice pick headaches myself and I had a doctor check it out and he said that the ice pick headache was not dangerous and all I could really do is take some medicine for the ice pick headache to help with the pain.
With an Ice Pick headache you can get quick jabs or jolts of severe pain around one of your eyes or at the temple.
So while Ice Pick headaches themselves are not dangerous there is another type of headache pain that feels similar to ice pick headaches that can be more serious which is trigeminal neuralgia so it's a good idea to get checked out by a doctor just to be safe.