It can be - especially during the first week. The best thing is to take a couple of painkillers first thing and that will take the edge off before they even start!!! Also, drinking the water really helps!
Louisa, do you have one? My first time starting LL I had no problems whatsoever, however, 2 other restarts the headaches were god awful, just like having a migraine, but only lasted a day or so. This restart minimal headache sorted with paracetemol.