An aneurism begins just like any other headache -- a sort of pounding behind the eyes, a dislike of loud noises and bright lights, you know the sort.
But instead of getting better, it gets worse. Before it gets too unbearable, however, wierd stuff starts happening. You get pins and needles, perhaps in your leg, or maybe an arm. It starts quite faint, and right in the extremities -- toes, or fingers.
It begins spreading, and then your affected limb turns numb. The headache is getting worse, and you're finding it dificult to move your limbs, partly because they're numb, and partly because your mind is losing control over them (What is happening, in fact, is that the brain is shutting down the affected areas out of self-preservation)
Eventually you pass out. If you are lucky, or blessed, or just have very good doctors, you wake up again. Generally, the pain in your head is intense, and you rely on morphine for several months. You learn to talk again. You learn to walk again (Although success in any of these areas is not at all guaranteed. Some people end up as living, breathing vegetables). You start recovering your memory (oh, I forgot to mention that memory is severely affected, and most of the first month or two after recovering consciousness is a blur at best, and mostly a blank).
And, if you are like the person I write about, two years later you can walk (albeit with a limp) but not run, your mind works pretty well, although every so often you forget things (actually, she's kinda absent-minded now) and you are a totally different person after the 6 months of hell and absolute destruction and rebuilding you have gone through.
Show me someone who has had an aneurism and survived, and I will show you someone stronger than me.
montecarlo pointed out that not all aneurisms are in the head, and those that aren't don't give you a headache.
Any blood vessel rupturing can cause an aneurism, although I believe this most frequently happens in the brain. Where it happens elsewhere (ie, in a leg) it can cause serious damage to that limb, sometimes leading to amputation.