Headwinds are like riding hills horizontally. This, is an added workout on any bike, much moreso if you are on a bike you may not be totally conditioned to.
First, are you conditioned to this bike? If not, you will already have a challenging ride. Get used to that bike first. Then the headwinds wont matter so much.
If you are already conditoned to the bike then you will do much better with judging where those pains are coming from
Personally, I find headwinds to be a pain in the butt first and a pain in the neck second.