I have a 2001 mazda tribute. If I turn on my headlights they won't come on. If u flip the high beams on, the lights come on but they are the low beams. I think it's the headlight relay just wanted to get an opinion

Without hands-on diag, I'm guessing there is likely a bad headlamp switch connection.
You've checked the bulbs and sockets already, yes?

These get power from the same relay and they share a common vehicle ground.
If they don't work right, try working the switch a few times.
If you can get your hands on any type of electrical contact cleaner (that actually works) spray it, judiciously, near pivot points in hope of cleaning the switch contacts. (Use sparingly, of course)

If your Headlights switch from low to high with a momentary contact, it uses a mechanically latching relay.
Can you check for power in and out of headlight switch?
I would also check all fuses, fusible links.
A schematic will make short work of this, I would buy a Chiltons, Clymers, or Haynes, be sure it has the schematics.
The 15 or 20 dollars can save you hundreds.