Affect is the verb form of the noun effect. Affect means to have or make an effect. Examples: 1) We don't know what kind of effect the incessant headbanging will have on him. 2) The incessant headbanging may or may not affect him.
Then is an adverb used in a sentence to list events in a sequence, or to denote an additional fact, or as a linking adverb connecting an idea or question with an according verb. Examples: 1) He lowered his head, then quickly raised it back up, and then started over again back at the lowering of his head. 2) The most evident symptom of incessant headbanging is the extensive strain on the muscles of the neck, then there's the whiplash effect that can liquify the brain if it is not stopped. 3) If he enjoys incessantly banging his head, then let him do it.
Than is a conjunction, usually used after a comparative adjective or adverb, with which to denote preference, inequality, or difference between two elements. Examples: 1) The bald headbanger bangs his head faster than the long haired headbanger. 2) The tripping headbanger appears to be headbanging for a different reason than the rest of the family.
I rest my case.