I started vaping recently and had the same effect. Difference was I have not smoked an analog in over 13 years. I like the flavor and chose to start as a way to help reduce my constant junk food intake. Replace one with the other right? lol.
Anyway I went through a lot of headaches and found that it was almost exclusively due to my dehydration that was being caused by the vaping itself. I had to triple my water intake to level out and feel better. I have only ever done 0mg nic so it may have more to do with that then the amount of nicotine you are taking in.
Either way I hope you find a good balance and get it figured out asap.
Anyway I went through a lot of headaches and found that it was almost exclusively due to my dehydration that was being caused by the vaping itself. I had to triple my water intake to level out and feel better. I have only ever done 0mg nic so it may have more to do with that then the amount of nicotine you are taking in.
Either way I hope you find a good balance and get it figured out asap.