At the moment FreshCoal seems to be down. This causes issues for first time users of the plugin.
Due to this, /headsinv cat doesn't work out of the box atm.
To fix this you can edit the config.yml file in HeadsInventory to only include categories other than those from freshcoal
Alternatively, you can use the data.zip file from the HeadsPluginAPI download page and unzip it in <server>/plugins/HeadsPluginAPI. make sure to remove the data folder that is already there before you unzip though