A brain aneurysm is one of the most common maladies that someone with anxiety worries about...along with a heart attack, stroke, etc. You see the similarities amongst the medical conditions? It's the worry that we have something quiet, yet deadly wrong with us that will cause us to just drop over dead.
The thing with most of these conditions is, like lydia said with the aneurysm, there are usually other symptoms, and they would get progressively worse. Sure, there ARE people who have died from these things suddenly...but the "norm" is that a great deal of people DO have symptoms that are concerning enough to get them to a doc...and lead to a diagnosis.
Typically, if a headache doesn't go away within 24 hours, or it is very "different" or much more "severe" than any other headache you've had, then yes, it is always better to err on the side of caution and get it checked out.
HOWEVER, please remember that health anxiety can lead you down a road of tons of ER visits, specialist appts, tests, procedures, etc. Keep in mind that a symptom for a person without anxiety is much different than those of us WITH anxiety. We catastrophize every little sensation. That is why...while it is important to stay on top of your PHYSICAL health, you must also seek help for your mental health...anxiety is very treatable, you don't have to suffer needlessly with it. If you aren't already....get yourself in therapy....start addressing the anxiety.
What you probably have (or hopefully HAD) was a tension headache. It's one of the most common symptoms of anxiety.
Hang in there.
Calm down!
You CAN have a headache all day..............you CANNOT have a brain aneurysm all day.
You would have other symptoms such as steadily increasing neurologic losses like weakness, inability to move, numbness, loss of speech or vision and confusion. Nausea, seizures and loss of consciousness are common and can occur within a few minutes. Since your only symptom is this "killer" headache, perhaps another dose of the ibuprofen will do the trick. I think your anxiety about this headache is causing it to hang on.
If this is the very worst headache you've EVER had, it might be a good idea to check in with your doctor.
Peace
Greenlydia