A bridge head server is the domain controller that is the point of contact for domain controllers in another site. Each site will have a bridge head server, and these servers will be the machines that pass traffic over the site bridge allowing for site to site replication.
Every site must have a bridge head. You can pick a server to be the bridge head via the sites and services MMC snapin (it’s in Admin Tools on the DCs). However if you pick a bridge head and that server goes offline that site won’t be able to replicate between sites anymore. If you let AD pick the server, and the bridge head server fails AD will move that role to another server.
There are 2 things here. One bridgehead server you can create for sites, The other bridgehead server you can create for exchange server 2003 which you can define basically while creating the connectors. You can change the bridgehead server anytime by going on to the properties of connectors in case of exchange server 2003. Whereas for AD Sites you can go to AD Sites and services and go to particular site>servers>right click on that properties>then under general tab you can see the option to define bridgehead server for 2 types of transport i.e. for SMTP or for RPC. Here depending upon your reqmnt you can either designate a bridgehead server or let your AD Choose the brdgehead server for you.