You will feel dehydrated, especially at first. PG, and to a lesser extent, VG are dehydrating.
There's a long list of other things that might happen somewhere around here.
I never experienced any of them except some coughing as my lungs began to clear.
I don't really understand why you'd get headaches unless you're
vaping too much nicotine.
Adjust your nic level if that's happening. Be sure to drink plenty of water.
Nicotine withdrawl is bad. Analog withdrawl is a cakewalk.