I wake up with headaches also--some days they are debilitating. My doc figured out they're caused by my neck. Next we have to figure out what's going on with that--I had a nasty whiplash many years ago that is the likely culprit.

The only thing that helps right now is an ice pack on my neck. I do this first thing in the am these days whether I have a headache or not, my neck is always bothering me.

I'm sure my hormones are involved as well, too.