I wouldnt worry too much, I used to get that occasionally. Try drinking plenty water before and after each flight, although beware you don't want to be desperate for the loo during the lesson! Also you may want to try a different headset, I found that the schools old headsets used to give me terrible headaches as they simply did not fit properly and the noise was terrible, I bought a dave clarke half way through my ppl and it made a huge difference, I still use it now 14 years on! The mental strain when you begin something like learning to fly can also be giving you headaches, try and study up on each lesson before hand so that it gives your brain time to absorb all the new information.
It get's easier!