Well i mean, it depends on the kind of wall too.

A plaster wall doesn't take much force to make noise with your head, and wouldn't hurt. A brick wall however, isn't the best percussion instrument, and you'll hurt, even if you lightly tap with your head after a while (I'm sure your head would be a little sore).
But you do have a point. Cockatiels aren't banging their beaks as hard as woodpeckers. Although the cockatiel in that one video does look like he could potentially give himself a concussion.

Chill buddy, you don't need to use that much force when singing "The Adams Family".