Yes, Hana can cause headaches because it is a type of hormonal contraception. Hormonal contraceptives cause changes in your body, which can trigger headaches.
If you do get headaches after taking Hana, they will usually go away on their own as your body gets used to the hormonal changes caused by the pill. If you continue to get headaches after 3 months, or are unable to deal with them, you should contact your GP.