Hi Axelle
did you have migraine headaches before starting prozac?
from your post, it sounded like your headaches started after starting the Prozac, so i would report that back to the doctor who gave you the Prozac - headaches of various kinds can be a side effect.
also, since you report problems sleeping, this could also be caused by the Prozac or it could worsen existing sleep problems.
so i would really really encourage you to talk to that doc. if you no longer see that doctor, i'd encourage you to find another psychiatrist and discuss the prozac and any symptoms that emerged or got worse after starting it. this is important.
welcome to the board!

i hope you feel better.
~ waves ~