Headphones are based on a full range driver that has to cover the whole audio frequency band. But developing and making a driver that can reproduce audio from say 20Hz to 20Khz with the minimum amount of gain loss at the extremes of the frequency spectrum isn't easy or cheap. So on cheaper drivers you can expect a gain loss in the bass and treble. Designers would select a suitable driver response for whatever market position the headphone is aimed at. So a more bass heavy driver would be used in say a bass heavy headphone.
In the case of cans such as the HD800 the driver is better engineered. So it has a better frequency response in the upper frequency range compared to your common variety ( read: cheap) set of cans. But few would have heard cans with less treble loss. This generates the impression that the HD800 is brighter or that the treble response is somehow incorrect. But far from it. If you own a high-end set of speakers and compare the high frequency detail from the speaker against the HD800 you'll find very little difference in the additional information that you hear. Compare that to a cheaper set of cans and soon you'll get the hang of the HD800.
The HD800 really is for people with excellent speakers. They are more likely to appreciate the similarities in terms of what can be heard.