The main character of Dynamite Headdy is the star puppet, Headdy. Upon arriving in North Town discovers that the evil puppet, King Dark Demon has come to select which peaceful toys he shall convert into His evil minions.
Headdy is captured by the Toruzo-Kun and is thrown into a dust cargo to be destroyed, but Headdy escapes and sets off on an journey to defeat the evil King.
During the course of the game, certain heads can be unlocked from HeadCase which allow for certain enemies to be defeated or access to special areas.
- Lotsa Heads - allows Headdy to fire three heads at once.
- Liberty Head - takes Headdy to the bonus stage.
- Head Trip - slows Headdy down and prevents him from jumping and attacking.
- Slammer Head - allows Headdy to do more damage.
- Pig Head - makes Headdy attack with projectiles out of his nose.
- War Head - shoots nearby enemies automatically.
- Protector Head - causes fireballs to surround Headdy that damage enemies.
- Spike Head - allows Headdy to climb walls.
- Empty Head - makes Headdy immune to enemy attacks.
- Super Head - makes Headdy faster, allows him to jump higher, and increases his attack range.
- Sleep Head - causes Headdy to fall asleep, this restores some health assuming no enemies are around.
- Pin Head - shrinks Headdy.
- Bomb Head - turns Headdy's head into a bomb that can destroy all ememies on screen or (if left undetached) destroy Headdy.
- Vacuum Head - makes Headdy's attacks inhales nearby items and enemies.
- Ticker Head - freezes enemies in time.
Shooting Scene Heads
- Rocket Head - grants Headdy faster movement than the other flying heads and fires a laser that penetrates everything.
- Air Head - turns Headdy into a plane than fires three different dirrections and can face backwards.
- Feather Head - fires projectiles that are affected by gravity.