Headers allow the by-products of combustion to exit through the exhaust system. They are different from manifolds only in terms of usage. Manifolds are considered to be much more restrictive in allowing gases to come out from the engine block, whereas the headers are fit for performance. They are able to let more gas flow out, increasing efficiency in the process. These components are subjected to a lot of heat. Even though headers are made with durable materials, there are some instances that they could get damaged. Here's how you can figure out if there are any problems with your headers.
Subjecting your car under high stress in long periods of time makes the headers extremely hot. This may soften some parts of the header and one wrong knock may bend or warp the pipes, which could interfere with your headers efficiency. Good thing there's a work around for this mess. Wait for the headers to cool down then work your way around the pipes using your hands. After that, you can bring them to a header fabricator to do some repairs.
Cracks along the pipe means that outside elements might be able to get into the system and damage other parts of the engine. In addition, rust can accumulate on the openings and eat away your precious headers. A quick fix whenever you see cracks or nicks on the headers is welding them. However, welding requires experience, and doing it yourself without proper preparation might do more harm than good.
Again, because the headers are subjected to extreme conditions, some fasteners, clips, or gaskets might fall off and risk damaging not just your headers but also the entire exhaust system. Once you here there's something loose or moving under the car, check the pipes quickly and re-attach them properly. You might have to purchase individual aftermarket parts to help you do the job well.
Smoke coming out from the vehicle that's not from the mufflers is always a bad sign. Usually, this is caused by leaks in the headers. Most of the time the connections might shake loose if they are improperly handled, so just tighten them up.