Ideally, a "brinelled" headset should be replaced, but you can often cure the problem by replacing the retainer with loose balls. You use the same size balls, but can usually fit more of them into the races if you leave the retainer out. As a result, the greater number of balls, closer together, no longer all line up with the dimples in the races.

If the bearing balls are held in retainers (most are) it is usually best to clean and re-use the retainers. There's little standardization among different makes/models of headsets, so finding a replacement retainer may be difficult or impossible.

If the headset uses loose bearing balls, it's generally better to replace them...they're cheap enough! Most headsets use either the 5/32" or 3/16" size.

For re-assembly, it is very helpful to have the bike mounted upside down in a work stand.

If you lower the steerer part way into the head tube, you will be able to load up the bottom (but facing upward) head tube race with bearing balls without worrying about having them fall down through the head tube, because the steerer will fill the gap. Use lots of grease!

Once the balls are in place for the lower part of the headset, you can drop the fork down the rest of the way into the headset.

Grease the inside of the upper race, and get it started onto the steerer. Load it up with balls then slide (threadless) or screw (threaded) it "up" to take up most of the slack in the system, so the balls can't fall out.

For a threaded system, you can then turn the bike right-side up and complete assebly/adjustment.

For a threadless system, you need to secure the fork before turning the bike right-side up. I sometimes use an old toe strap for this, tying the fork crown to the down tube of the frame.