I had some mild headaches recently and since I never get headaches, I wondered about them. I finally figured out that it had to do with my coffee consumption.
Pre-vaping, I would light up a cigarette first thing, put the coffee on, and drink several cups of coffee and smoke.
When I started vaping, my whole morning routine kind of changed. I vaped a little, got the coffee going, had maybe one cup, and then spent my "drinking coffee" time fiddling with my tanks, loading them, checking batteries, etc. Many times I never did get those other cups of coffee I was used to.
I decided that my headaches might be caffeine withdrawal. Made sure to drink my normal amount in the morning and the headaches disappeared.