Hey Karibabes,
I think it is fairly common to get headaches in the first few days of a big change in food, some ppl say it is down to the lower amount of sugar / carbs that you're having now and I am not too sure what causesit, but I had headaches myself in the first two/three days of ww, eventhough i normally hardly ever get them.. so don't worry, it seems normal.. And it will be better soon, once your body gets used to your new style of eating..
good luck with your weightloss x