It is very very common. While "ignoring it" may send an undesirable message so can making a fuss of it - the last thing you want to reinforce is "Mum and Dad must like my headbanging because they are really interested whenever I do it".
Generally, try teaching her the idea of "gently" or"slowly" - use it in the context of shutting things and being gentle to heads and other people - in a year or so she should get it.........
Does she have some other means of making a ginormous noise and attracting attention? I'm wondering if providing a couple of saucepan lids might provide her with an alternative.

If it really hurt her she wouldn't do it - the sad surprise when my DS discovered the difference between headbanging on carpet-covered wood and head-banging on the metal strip at the edge of the carpet was pretty spectacular.