"I headed over" is correct and can be used in written English.
You could use it to indicate that you have gone somewhere, for example: "I headed over to the store to pick up some groceries."
"I heard this place was closing, so I headed over".
I headed over and discovered, much to my chagrin, that the system was keyed to my current location and, as a result, I'm locked out.
I headed over, ordered a glass of wine, turned on my iPad, and settled in.
So I headed over to ask what they identify themselves as.
A few hours later I headed over to catch his set at BLOC.
Noticing they were speaking French, or possibly German, or possibly Latvian, I headed over to say au revoir.
I spot two men standing outside of a pub, drinking, and I head over, holding my phone.
I confess: if I were there, I'd head over to a preview.
I head over to the psychiatrist to discuss my meds.
The following evening, Wallow and I head over to Herb's Crab Sledding Rentals.
And then I head over to Clandestino on Canal Street to finish up with some drinks.
