Headaches can happen in the early days of pregnancy; thanks to the abundance of hormonal changes in the weeks after conception. This dramatic shift in hormones leads to changes in your blood circulation and blood volume during pregnancy and can cause increased pressure on your blood vessels. But managing them is not fun. Try to rest in a cool, dark room with no noise, and try using warm or cold compresses or an ice pack.
Anything strange could definitely be a sign of your hormones "acting up." However, most of the so called common pregnancy symptoms arent unique to pregnancy. They can also indicate either you are getting sick or that your period is about to start. But the only final proof that you are pregnant is a positive pregnancy test.