Bizi, it's ok that you let your friend believe you had a headache. People do mostly accept headaches as a reason not do things, but because it is a common excuse, people do sometimes think it is made up, even when it is real. Socially, it wouldn't matter much if you are believed or not. Even if they thought it was an excuse, the message would be, "I am having an issue right now that is too personal to explain, please don't ask me anything else."

IKR. That is annoying as all get out even when one does get migraines... but especially if one is in the middle of one!