Sometimes being pregnant can be a real headache, and I mean that literally. With all of my pregnancies, I suffered through some terrible head pounders. Migraines run in my family, and I've had them all my life - the auras, the nausea and the headaches. When I was pregnant, the misery doubled.

An article in the Information on Diseases and Conditions blog tells us that the headaches may be due to hormonal changes:

It is still unclear why pregnant women suffering from migraines before pregnancy won't suffer headaches during pregnancy, and vice-versa. Some medical research studies say that the reason could be safely attributed to the increase of hormones in the blood, especially estrogen and progesterone.

Some experimentation has been done on regulating of estrogen levels. Information on Diseases and Conditions explains and offers some hints:

Some doctors have tried to experiment with regulation of estrogen levels with excellent results. It seems that estrogen does influence the levels of Serotonin and careful regulation might provide the long-sought answers for relief from headaches during pregnancy.

Until then women who suffer from this misery have very few alternatives like putting up with the terrible headache, sleep as much as you can so your body and mind is rested well, and eat a balanced and preferably vegetarian diet. Avoid coffee and tea for the period when you are pregnant.