Headache is very normal at the beginning and usually passes. The feeling should pass, but it can feel crummy for a few days during this time. I think it has some to do with detoxing and carb withdrawals as your body is being forced to shift so quickly to the new way of eating.
One suggestion from this article for getting past the “carb flu” is to drink a large glass of water with up to a ½ tsp of salt.
Keep in mind this might cause you to retain a little more water again and your losses the next day might be lower than you expect, but keep in mind that the fat loss going on with your body is still exactly the same – water weight loss isn’t the real weight you’re looking to track anyway.
If you have other symptoms besides headache, you’ll want to see a few other posts to help you too:
Addressing dizziness/weakness/etc with electrolyte balancing
