I have a terrible headache.
'Terribile' — ter-RI-bi-le. Four syllables, stress on the second. Don't drop the final 'e'.
Use when a headache is genuinely preventing you from going out. This is one of the most common and sympathised physical complaints in Italy.
'Mal di testa' is a compound noun (ache + head). 'Terribile' as an intensifier makes the headache sound severe enough to justify cancellation. Italians take headaches seriously and often attribute them to weather changes or 'cervicale' (neck problems).
Ho l'emicrania.
I have a migraine.
More severe than a headache — ends all discussion immediately
Ho la cervicale.
I have neck/cervical pain.
'Cervicale' is a very Italian phenomenon — neck tension headaches are taken extremely seriously
Ho preso un colpo d'aria.
I've been caught in a draught.
Very Italian — draughts are considered a major cause of illness and pain
'Tachipirina' (paracetamol/acetaminophen) is the go-to Italian remedy for everything. It's the first thing any Italian will suggest for any ailment, and recommending it shows genuine care.