Some people are allergic to PG - if you've been vaping for a short time, you could be experiencing withdrawal symptoms. Not so much from just nicotine, but from the lack there of. Cigarettes are pumped with loads of additional ingredients to make cigarettes taste better, burn slower, and more addictive (among many other things) so when you quit traditional cigarettes and start vaping, sure you're still getting nicotine but it's not the same amount or as quick as getting it from a cigarette. Thus withdrawal symptoms appear, I've had em and now I am fine.
If you've been vaping for a long while and you're experiencing problems, you need to go to the doctor. A lot of people associate e-cigs to any malicious symptoms they receive (I too am guilty of such) when in fact, it could be something else much more serious. Only a professional can tell, seek help if it's bad. Keep in mind that just because you don't smoke cigarettes anymore doesn't mean that it didn't already do it's job (don't mean to scare anyone, but if you're in continued discomfort, you need to see a doctor).