Get evaluated for major depressive disorder and anxiety.
Poor sleep patterns like sleep apnea, restless sleep can trigger a headache in the mornings. You could also be having ‘benign intracranial hypertension’ (BIH). This happens due to impaired CSF absorption. A generalized throbbing headache worst felt in the morning and last thing at night. This headache is generally relieved on standing (consistent with raised intracranial pressure). It is aggravated by straining, coughing or a change in position. Sinusitis is another cause of morning headaches. It could also be cluster headache, migraine, or tension headache. Sometimes migraines do not have triggers. Please consult a neurologist.
Hope this helps. Please let me know if there is any thing else and do keep me posted. Take care!