You can feel your head for them. Even if you have one attach, Lyme is really only concern after 72 hours of attachment (other things can be an immediate concern). You should be quite itchy and notice it before then. A single dose of antibiotics is a highly effective post exposure prophylactic. Lyme is a concern, but not as bad as many in the media make it out to be.
Lyme is not the worst thing from ticks. Tick-borne encephalitis is much worse and can effectively leave a person disabled. There's just no treatment for it.
That's why I said there are other concerns that can be more immediate. The point was that lyme is not an inevitably or death sentence. Encephalitis is one of the more rare ones.