Hi ESK140 --
Please drink all your water. One of the risks of a VLCD (i.e. ketosis) is dehydration.
"... it may lead to dehydration. In an effort to restore balance, the body eliminates ketones through the urine, causing increased unrination." Low Carb Bible
So, you are probably heading into ketosis and that headache may be an indicator of dehydration.
Hang in there... it gets easier.
MM