Just as certain food goes together in our minds - spaghetti and meatballs, hamburger and fries, chips and dip, so do certain words. A collocation is a word pairing, and there are lots of them in English, the same as in your native tongue.
On the CAE and CPE, testmakers seem to like digging up collocations for your fun and pleasure on the English in Use section (Paper 3). It's a good idea to start making collocation-collecting one of your hobbies.
For example, we talk about 'biting sarcasm' or a 'biting wind,' meaning that the wind or the sarcasm was painful to bear. However, we don't say that the pain in his shoulder or head was 'biting.' In other words, a headache does not collocate with 'biting.'
There are many examples of this in any reading or song or movie that you encounter during your studies. Try to be alert for collocations. Also refer to my previous post about how reading one paragraph per day very carefully can enhance your understanding of the English language and lead you to greatly expand your vocabulary.