Almost all women experience varying degrees of headache at some point during their pregnancy. According to old wives’ tales, having recurring headache means you are having a boy; however, there are no scientific evidence to prove it.
Are headaches a common sign of pregnancy
Apart from the usual causes like allergies, fasting and gas, factors like fatigue, lack of sleep, certain vitamin and mineral (folic acid, magnesium) deficiencies , caffeine withdrawal  and being in a congested or noisy place  may trigger headache in a pregnant woman.
The hormonal changes occurring in the body , as well as the increasing blood volume , are believed to play a vital role in bringing on the pain, especially early in the first trimester. The changing estrogen levels are specifically believed to trigger migraine headaches .
Headache occurring during the first trimester generally subsides on its own once you enter the second trimester  as the hormone levels begin to gradually settle down.
Bad posture, from the pressure of carrying the growing baby, may worsen the pain toward the end of pregnancy . Headaches in the third trimester may also be caused by preeclampsia which needs immediate medical intervention .
Women often experience a constant dull ache or a squeezing pain  on the lower back of the head and neck, on the top of the head or one/both sides resulting from the stress, anxiety, tension and even depression associated with pregnancy.
What to do: Relax, apply cold compress to ease the pain 
Persistent throbbing pain in the forehead, extending to the cheekbones and the bony nasal bridge, worsening with sudden movement of the head . Symptoms include swelling or tenderness of the face, congested/runny nose and fever [7, 33].
Common causes: Viral or bacterial infections, allergies
What to do: Warm compresses over the forehead, nasal irrigation with saline (neti pot). Consult your doctor about safe OTC painkillers or nasal sprays.
Moderate to extreme pulsing pain, usually only on one side of your head that gets worse with physical activity and may last from few hours to few days . Symptoms include sensitivity to light and vomiting. The pain may be preceded by “aura” that may include tingling, blurred vision, sense of flashing lights and nausea 
Common triggers: Chocolates, preserved meat, peanuts and old cheese
What to do: Rest in a dark room, apply ice packs, massage to relax the muscles . Consult your doctor about safe OTC painkillers
Sudden, considerable headache, often extending around the eyes, along with a fever, fatigue, dry cough, red watery eyes, flushed skin and even diarrhea .
Prevention: Flu shot (after consulting your doctor)
What to do: Proper sleep and rest
Sudden, sharp or burning pain on one side of your head, typically felt around the temple or eye (sometimes extending to the face) . Cluster headaches usually cause recurrent attacks in the same area, often at night with an intense pain waking you up in the middle of the night .
Most herbal headache remedies, like butterbur and feverfew are usually not recommended for pregnant women  as they may lead to complications including preterm contractions and labor .
Although acupuncture is a safe procedure  to have for reducing migraine and other headaches , make sure to consult a certified practitioner to avoid any risk or complications in pregnancy.
Homeopathic treatment options usually vary with the type of headache. Consult your gynecologist to know about its safety during the pregnancy .
An overdose of any painkiller may lead to various health problems and complications like kidney and liver damage . So, make sure to consult your physician regarding the safety and dosage of all medications.
Tylenol (acetaminophen) is considered relatively safe to take during pregnancy, providing a quick pain relief .
There is a lack of studies on human pregnancy regarding the effects of NSAIDs (Nonsteroidal anti-inflammatory drugs) such as ibuprofen (Advil and Motrin) and naproxen (Aleve). Although included in Category C for the first and second trimesters, they may increase the chances of blood pressure abnormalities in the baby and even miscarriage  if taken in the third trimester. Using aspirin late in pregnancy may also cause severe hemorrhage in the mother during childbirth.
Drinking lots of fluids to stay hydrated  and maintaining a good posture  can also help.
Call a doctor if you experience:
ICD-9 codes: 339, 784.0 
ICD-10 codes: G43-G44, R51