Often an artist's least favourite album could be a firm fan favourite, and a critic's worst could be the artist's favourite - a good example being Bob Dylan's Street Legal which I like a lot for the most part, and he personally thinks it's one of the best things he's ever done. The reverse contradiction is also true of Oh Mercy which I think is great, but he's nonplussed.
So nothing new there that Goldfrapp's least favourite is Head First. I don't think it means it's a bad album. I hope I'm wrong but the new stuff seems too safe, too polished. Felt Mountain was chilled and lush but was pretty spontaneous. In contrast this new stuff seems too calculated. I hope I'm wrong.