I have heard of pregnant women complaining of frequent headaches during pregnancy. I think you should 1st identify the reason for such occurrences. Many of the medicines that are taken for normal headaches are not recommended during pregnancy. You better consult ur doctor before taking any medication.

I also had severe headache in my first trimester. Now also it troubles me sometimes but not as bad a first trimester.
Do consult a doctor before taking any medicine as many of the medicines may not be suitable for this period.

Don't worry it will go by 12th week. I also had headaches during my first trimester but was gone by 12th week. So, you won't have to wait for long.

In my first pregnancy I did not face anything like this. But this time I also had to go through headache, doctor told be that there could be many causes for this. It may be due to stress, bad posture, hormonal changes etc. etc.
But he advised me not to take any medicine if its not that severe. I was just given a multi vitamin and some changes in diet was specified.