Headers are part of HTTP protocols and exist on any client request or server response. They can alter how a site responds and is rendered in the browser. Common response headers include X-Powered-By, Server, and Keep-Alive. Headers like X-Powered-By can reveal details about the server that may pose security risks, so they can be removed. Other headers like Etag, Cache-Policy, and those from CDNs and load balancers can improve performance. Carefully configuring headers can help mitigate cross-site scripting, request forgery, and other attacks.