I guess my first question is are you drinking enough? 64 oz of water plus 8 oz for every 25 pounds you want to lose?

My second question would be: Are you eating enough? Sometimes we experience no hunger and forget to eat. This doesn't mean you aren't hungry. Are you consuming 10 to 12 times your body weight in calories?

Third would be, how much caffine did you consume before the diet? Could be you are having some massive withdrawals.

No the headache doesn't normally last through the 5th day, unless of course one or more of the above apply.