Four big causes I can think of: Whoops...I mean 5.
1) Sinuses
2) Prenatal vitamins (as in they can be too strong for many people...try chewing a flitnstone or equivalent kids vitamin throughout the day if this is the case for you, or get the extra vit/min from your diet)
3) tension
4) do you wear contacts? (our eyes change shape, so contacts don't work for many women while they're pregnant. The eye strain can cause colossal headaches.)
5) Withdrawal : Did you quit drinking coffee lately?
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How to tell if it's any of those first 3?
1) Tap on your forehead and cheeks. If it makes you wince, or feels different from tapping on your chin, your sinuses have a party going on and you're getting the hangover. Time to look into decongestants that are safe while pregnant.
2) Try not taking your prenatal vitamin for two days.
3) Umm...One would assume you would know if your neck muscles/shoulders/back is tight. Have someone else lean on your lower back/tailbone pushing down toward your toes, not the floor, and see if that feels like heaven to test for lower sneaky cramping. But in any event...most insurance companies cover massage. Massage is a gift from above. Pregnancy massage, double so. Also...try rubbing your jaw. The nerve that runs along the jaw can do some pretty gnarly things (googling TMJ will turn up a good list of symptoms). Since our joints get all loosey, even if you don't usually have TMJ you can develop those symptoms, too.
Anyhow... those are the five off the top of my head. If it's a combination of any of those, obviously, a double whammy.
Good Luck, I have chronic sinus infections and migraines. Boy do i HATE headaches!