get it checked out buddy, its normal to have a headache that night and maybe one the next day but beyond that you should get it checked by your doctor. even with a headguard you get hurt, the guards there to prodect your face from cuts, the effect on your brain is still there. the weight of the gloves hammering on your head with the added weight of the guard can cause cocussion

you must be careful when starting sparring as your not ued to it. go get yourself checked out kid