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I have a pineal cyst as well, and the same chronic headache mostly on the left side. I've done quite a bit of research on them. Unfortunately, no-one really knows what the pineal gland does other than regulate sleep/wake cycles (melatonin at night may help- one theory is your sleep may not be as deep as it should and can contribute to the headache). My cyst is only 6 mm, relatively small- less than 5 mm is considered asymptomatic. BUT, if it enlarges it can be very bad. Encephalopathy (increase in cerebrospinal fluid pressure)is very serious-leading to blackouts and seizures or death. Many doctors are ignorant when it comes to pineal cysts so you kind of have to be your own doctor. When the cyst starts to get in the 1.5 cm size- it needs to be watched very closely or even removed.   I usually get 1 or two BAD headaches a month, but daily deal with a moderate headache that never seems to go away.