When you made the appointment, did you tell your symptoms to your Doc? Do you have other factors that might make stroke a possibilty, like high blood pressure, or family history? Were there any other symptoms? I would say if you told the Doc what happened, and he or she did'nt tell you to get straight to the ER, then they don't feel a stroke is the cause.
When I had my stroke last year, my first symptom was a headache just like you describe BUT it was quickly followed by other signs, like weakness in my right side. If you have had other signs like weakness or confusion, get yourself to the ER so they can check you out.