Headers worth checking
Security: Strict-Transport-Security forces HTTPS; Content-Security-Policy limits what can run; X-Content-Type-Options stops type sniffing; X-Frame-Options or frame-ancestors stops clickjacking; Referrer-Policy controls what is leaked.
Speed and SEO: Cache-Control and compression (gzip, br, zstd) affect speed; X-Robots-Tag can noindex a page from the header, which is easy to miss.
Questions
Does it follow redirects?
It shows the headers of the URL you enter; use the redirect checker to trace a chain.
What is X-Robots-Tag?
A header version of the robots meta tag. noindex here removes the page from search.
Which security headers are essential?
HSTS, X-Content-Type-Options and a frame policy are easy wins; a Content-Security-Policy takes more care.
Are cookies shown?
Set-Cookie headers are shown with values hidden.