Headaches of all sorts are pretty common with MS and the quick sudden
jabs of pain in your eye remind me of the cluster migraines that I
get. So that could be why your doctor was asking about a history of
headaches. My cluster migraines started at the base of my neck but
were just like you describe-sudden, sharp, nearly unbearable pain,
then gone in a flash. After a few months I started getting them
elsewhere (behind my eye, around my temple, etc). It got to the point
that I was having upwards of two dozen little cluster migraines per
day. Eventually, my neuro put me on topomax and I haven't had any
since. As to depression, well, it's understandable in anyone in a
similar situation. But also a lot of the medications (I don't know if
you're on any) for MS and its symptoms can cause depression or
exacerbate anxiety problems. So, most likely, your doc was asking just
so as to know how much of a problem some meds may be in light of
personal history.

I'd say mention everything to the doc. Even if it ends up being
something normal it's good for the doc to know what's going on. And if
you find yourself too selfconcious or uncomfortable telling the doctor
things then that's a sign that this doctor might not be the best fit
for you. You should always try to find someone that you feel okay
about talking to (I learned that one the hard way).

Good luck with your pain and numbness.