Yes and no. Headaches can happen from all the hormone changes. For me though I had to be put on some medicine because the migraines were affecting my vision. Severe headaches and migraines should be mentioned to your doctor and let him decide if it's a problem, especially if you're having other symptoms with them.
Yes it's normal. Just drink lots of water and take it easy. You can take tylenol but that's it for the headaches. Maybe try a warm bath if it doesn't help.