Headaches in early pregnancy are very common. Normal and expected pregnancy symptoms such as extra fatigue, stress, dehydration, hormonal fluctuations and sinus pressure from congestion are most likely the root cause. Drinking water and resting in a cool, quiet, dark place can help relieve your headache. You can also try applying a cold pack to the back of your head or a warm or cool compress to your forehead. If you need extra support, talk to your doctor about taking pain relievers like acetaminophen.