I had headgear as a teenager. I had too many teeth in my mouth, so I had to have four teeth pulled (2 on top, 2 on bottom) before I could get braces on. Then once the braces went on and in addition to the rubber bands, my orhto wanted me to wear the headgear.
So I did. Religiously. When I was at home, I had the head gear on.
It really isn't that bad. Sure there is pain involved (mild)... not any different than going in for brace adjustments. Sleeping was a problem at first because I'm not a back sleeper. But I got used to it and it was fine.
I didn't think that they used them still either! LOL
Anyway, if he wants you to wear it, you should. I was "supposed" to be in braces for 3 years but since I wore my headgear, I had them off at a year and a 1/2.
Good luck and just think of how beautiful your teeth will look when you are done!