So sorry about the headaches! They can be pretty normal in pregnancy, but I'd say it's worth calling the doctor just to get things checked out. Things like high blood pressure can cause some issues with headaches as well, so it's best to investigate.
I call those hormone headaches. When I was preganant my first time my body was changing so much and my hormones where bouncing around so bad I would get these bleeding headaches. Like put on the ground headache once everything "leveled" out and my body was getting use to the changes they went away but yeah they stink super bad
I have been having the same problem the last couple of weeks. Closing my eyes is the only thing that seems to help. Make sure you are drinking a lot of water. I'm supposed to be drinking 84 oz a day. It's a lot but it does help.