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It's possible. It would depend upon which nerve, the location of the problem, and more.
If this is happening to you, it's time to see your doctor. Unexplained head pain always needs to be checked out. Statistically, it's unlikely to be anything dangerous, but we never want to be on the wrong end of those statistics.
Also, you don't mention if you have a history of Migraine, but neck pain is a very common symptom of Migraines, and doesn't necessarily indicate a problem with a nerve. For more on this see these links:
Neck Pain as a Migraine Symptom
Migraine and More - Looking Around HealthCentral - July 29, 2014