Pulling to one side is not a sign of a worn headset. The "indexing" that Hillrider describes is, but it doesn't cause pulling.

The headset is likely fine, and may or may not be due for some service, but you need to look elsewhere for the pulling.

Before looking, consider how long ago this started and what changes, if any, were made between when it was fine and when it started pulling. That will help focus your attention of the more likely culprits, but in geneal you're looking for something related to the wheel tracking and alignment of the tire contact points on the road. It could b as simple as a poorly mounted wheel, or as complicated as an alignment issue resulting from a crash.

By example, it you recently replaced a wheel, you might have mounted it poorly, or it might not be dished properly.