For example, I see that Aegislash has the move Head Smash in its move list, but it actually can't learn it by leveling and both pre evolutions don't even have it. So how can it learn that move?
In this case you want to visit the Move Reminder. In exchange for a heart scale you can learn a move that occurs below your current level. As a 'start' move for Aegislash, you will be able to do this at any level (as Aegislash).