It's usually on my left side. It's back behind my left eye. It takes over the left side of my head. My right side doesn't hurt, just my left side. Migraines are a vascular headache based on how the blood vessels react in exercise.
Migraines can ruin a workout.
Warm up before you exercise. Drink plenty of water during and after the workout. Don't skip meals. Get plenty of sleep. Watch for environmental triggers like heat and humidity.