Brain freeze, ice cream headache, freezie, or Frozen Brain Syndrome, or whatever else you want to call it.

When something cold touches the roof of your mouth, it triggers a cold headache. This is caused by dilation of blood vessels in the head. The dilation may be caused by a nerve center located above the roof of your mouth — when this nerve center gets cold, it seems to over-react and tries to heat your brain.

For further details check out this Editorial by Joseph Hulihan: Ice cream headache.