What's with my headache?

I've been fine and all but when I lay down to take a nap or go to sleep at night I get a headache that could make Shakespeare not paint for 25 years. It only happens when I lay down and it's the kind of headache that keeps me up till 6 in the morning. I've already tried pain relievers and it only works for an hour and I can feel a light headache. What do I do? It's been going on for 2-3 weeks. Also why do I feel like I'm suffocating when I cover up with the covers?