too much thinking

I've never experienced my scalp hurting by itself from stress. Maybe from pulling my hair too much it will. As for stress relief...I've never tried any of those pills. I have my own ways though. All I do is try a bit of relaxation...doing something I enjoy, like reading, listening to music, sleeping, or taking a walk. Sometimes, I will buy myself something nice to help me feel better (though the expense sometimes leads to further stress later on, haha). You shouldn't rely so much on pills that affect hormones like stress pills. Not only might they be dangerous from too much use, they will also lose their effect on you in the long run. Try instead to do something fun, something you like doing, and forget about your worries for a moment.