Headaches can be the earliest symptoms of implantation. The commonest symptoms of implantation is spotting a week before you expect your period to occur. According to the Mayo Clinic, other symptoms of pregnancy include tender, swollen breasts, fatigue, nausea sometimes with vomiting, food aversions or cravings, headaches, constipation, mood swings and fainting or dizziness.
It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided. For exact diagnosis, you are requested to consult your doctor. I sincerely hope that helps. Take care and please do keep me posted on how you are doing.