Reconnecting Bluetooth headset for iphone
While there are some issues with iOS 8.0.2 and bluetooth, they are mostly isolated to in car bluetooth systems. It would be difficult to say you are being affected by this issue without more information. It could just be that your headset is not discoverable.

If you have selected "forget this device" in your Bluetooth settings, the device will no longer be detected because it knows it is paired with something and is no longer discoverable. Different headsets have different ways of being placed in discoverable mode, so you may need to consult the documentation for you specific device, but normally this consists of turning the headset off and then pressing and holding the power button until the device's LED flashes in a specific pattern indicating it is discoverable. When it is in this state your iPhone should be able to detect it and pair with it again.