The difference is the tense: one is in the past, while the other one is in the present, now.

In this case, 'have' is used for the present and 'had' for the past. Here is an example of how you could fit them together. I have a bad headache right now. I also had a bad headache yesterday. I don't know why, but it might be because of not drinking enough water and spending too much time out in the sun.

"I have a bad headache" is in the present tense which means you have a bad headache right now while "I had a bad headache" is in the past tense which means you had a bad headache and may not have one right now.