V1KK1M, headaches in pregnancy are very common, it's to do with the hormones, I suffer from them terribly, remember you can still take paracetamol.
As for not keeping anything down, dont fret, I'm sure peachy can back me up here, it isn't a problem for the baby, I couldn't eat or keep anything down for weeks as I had HG, am still very funny with what I eat an drink now. Try some pop, coke or lemonade or something, full fat and it will give you a bit of energy, for some reason it stays down better.
Hope you feel better soon.
Oh btw girls, thanks for the talk of maccyd's, we dont have one anywhere near us so I'm having battered sausage, chips and curry sauce for tea tonight