I have had terrible headaches all through my pregnancy and so did one of my friends. I know Tylenol doesn't do much but we are kinda limited on what we can take. Just try resting as much as possible and if you can check your blood pressure to make sure it isn't really high. If it is still bothering you in a couple days you should go to visit your dr. She/he will be able to help you figure out how to relieve it the safest and most effective way.
Cool rag on your forehead and back of neck, lots of water, Tylenol and try laying down in a dark room.