"It is okay to fear the night, even the bravest warriors are filled with fright, at the sight of the might of Sithis' fang, let the blood be washed away by the rain, let the stains forever remain, another life taken in Sithis' name, another soul for the void. All hail our Dread Father and his consort, the Night Mother." -Stalks-His-Prey
I've had that happen to me before. Took a while, but the game eventually corrected itself.
I presume it's just like going into some buildings and the wall textures are all missing... furniture is floating in the air, NPCs upstairs appear to be levitating and so forth. Never happened just after release, so I'm guessing ZOS has been playing around with the way objects are loaded into the game, trying to optimize performance.
So, not loading heads is probably a good idea. You don't need a head on your character to play, right? Might be a little awkward in first person view, though...