The location and size of the blisters are important in diagnosing the cause.
Blisters on the scalp can be caused by contact with a substance that irritates or causes an allergic reaction. This can include a particular hair dye or shampoo. Blisters on the face may be caused by allergic reaction to facial products or makeup. Insect bites on the face or scalp from mosquitoes, fleas, mites, or bed bugs can result in tiny blisters ("vesicles") that are more likely to be itchy than be painful. Scratching or picking the scalp can result in sore "erosions" (tiny scratched-off places) that can become infected by virus or bacteria.
Small painful blisters on the face, especially ones that keep returning, are often caused by herpes (viral) infection. Impetigo, a bacterial infection, results in tiny blisters and yellow crusting.
For problems that won't go away, see your doctor for diagnosis and treatment. Other medical conditions can cause blisters, too.
If your scalp is itchy, try a medicated shampoo and avoid scratching. Your doctor may need to prescribe an oral or topical antibiotic or antiviral medication if the problem continues.