So sorry to hear you are in pain every day! It's so horrible. My heart goes out to you! I have almost daily intense headaches too.
The MRI is generally something a good doc does whenever he or she has a new patient who is getting frequent headaches, and has not had an MRI yet. I am lucky to have a really nice talkative Doc who explains things really well. He explained that it rules out very rare stuff that could cause it. It is terrifying, for sure! But please try to take solace in the fact that it's rare to have something in your brain causing them.
Usually when something else is causing them you'd have different symptoms too, memory loss, dizziness, to name a few (according to my family Doc and 2 neurologists) I had the same fears when I started getting headaches and needed an MRI and asked my docs many of the questions you're asking now, and that is what my docs explained to me.
I hope you find a treatment that helps soon, so you can get to feeling healthy, happy, and pain free soon!