I have a sharp pain in my brain on the right side.
Hi there. Pain in the right side of head could be a migraine, cluster headache or sinusitis related but this would tend to be bilateral. Rule out hypertension as the cause for nasal bleed and hypertension. If these are excluded check anemia, stress and temporal arteritis. A brain tumor needs to be checked for if any associated nausea, dizziness, weakness of part, slurring of speech etc is present. Cerebral aneurysm, head injuries are other infrequent causes of headache.
You should consult a neurologist who would investigate these with blood tests, MRI and cerebral angiography if required and treat the cause as required.
Take care and all the best.