Honestly when I first saw this, I thought it was silly. But then I talked to someone who does this and it works for them.
Now the trick is to press on the we of your thumb hard when you have a serious headache. It depends on the person what side works - for me it's the left - for my friend it's the right.
I tried it last bad cluster headache and it dulled the pain enough to make it tolerable. Before that I was laying in the dark praying it will go away.
Now like all these strange "cures" they don't fix anything for some people. Nothing works for everyone. But it's worth a try. She uses a large plastic clip in the spot I just hold it myself as I don't have a clip.
A post on Facebook reminded me of this. Honestly the first time it came around I thought "bull-shit". Then she said to try it. Well it does not cure it, but it helps me. I got no idea how this works and it literally makes no sense - but there it is.
Next time give it a try, if it don't work - then all that happens is you look a bit strange doing it.