Red heads go grey slower than other hair colours

Redheads are better at detecting change of temp

Red hair is thicker than other hair

Red hair and blue eyes are the rarest combination

Only 1-2% of the world's population have ginger hair

True - see here

Only 2% of the world's population is a natural blonde.

True - see here

Red Heads are more sensitive to thermal pain, are less sensitive to electrically induced pain....!

True - see here