Playing too loud will cause your ears to turn their volume down to cope. This is called Temporary Threshold Shift and if you keep doing it, it will become permanent.
I remember some years ago visiting a friend in a recording studio where 1000 Wpc Active Monitors were being used. It was deafening and I warned him of the risks. It was obvious he wasn't convinced because it didn't seem that loud to him. A few weeks later he rang me to say that he'd been on holiday and that when he'd got back and turned the Monitors on and to their usual volume position, it nearly blew him out of the room! Now understood what I was saying and intended to be more careful in future.
It's very hard with headphones because, unlike most hi fi, they go loud without distorting, so you don't realise you might be harming yourself.
Be careful.
Ash