A good example to learn from is Liam Neeson's late wife. She was wearing a helmet while skiing and fell (I am not certain of whether or not she lost consciousness). She claimed that she felt fine however and did not seek medical attention until she began experiencing intense headaches. By the time she got to a hospital she was declared brain dead and died a few days afterwards.
Yes, it's a bit of a freak accident, but the moral of the story is: wear a helmet and get to a hospital if you hit your head very hard. Better safe than sorry. ;)