Hormone changes in general are a common trigger for headaches. This is why there are infamous "period headaches." It holds true for any hormone change, really. It's a change in your bio and brain chemistry.
A normal headache (not migraine status) is normal for a period of time. If your headaches become startlingly severe or change in a large way, then it could be a flag. Overall, just keep hydrated, fed, and try to sleep at consistent hours. These are just common actions that can cause headaches, so try to prevent these causes.
Still, it never hurts to ask a doctor. Hope that helps.