You can use a gray stain or paint. Depends a lot what finish is on it now.
Hi there! If you want to use the current finish, I would suggest distressing with some sandpaper. If you'd like to change the color I would paint with chalk paint & then distress or use dark wax.
You can hit it with chains or other objects, as well as the sand paper idea.
Not sure what the finish of your headboard is now, but you could do a dry brushing treatment. Here's a tutorial I did that might give you some ideas. https://colormethrifty.com/2013/04/weather-beaten-dresser-makeover.html
I would try to sand in places it would naturally chip