I too was prone to headaches in the beginning, so much so that I'd go straight home from work to bed on a fast day - not good. I thought it was caffeine related and so kept up my tea intake (with smallest amount of milk and a sweetener) - that seemed to sort it out - but now, so many months into this WOL I think it was simply my body adjusting to it all (I'm sure it was surprised by all the lovely healthy veg soup it was having on fast days

) - no headaches now at all on fast days - so stick with it, give your body some time to adjust to all of this. Good luck, hope it goes well for you