I suffer from anxiety and head tingles is something I experience frequently too. Sometimes the tingling is also in my feet and hands. It's very weird but my doctor said that it's normal. I know that some medications can cause this as a side effect as well. So you might want to check...
I have experienced this calming tingle since I was a child, when my mother would stroke my back at bedtime. But I never mentioned it – it just seemed weird. Then a few years ago, I read an article about an internet subculture devoted to the “brain tingles” elicited...