I would get the headaches If I tried to go beyond my limits in a lucid dream, or to have too many in one night, and no I am not a migrainer. Pretty much, just like your physical body has limits, which many haven't experienced( I have, I used to wrestle and cut 10 pounds every week, one of the surefire ways to find your limits quick), but when you go above your bodies limits, you start to get pain, and a lot of it, all over, that is not caused by what you are doing. You also get pain in your brain to, and I think it is from mentally pushing your body to do more. Same as in lucid dreaming, although a bit more complicated. You are basically pushing your body to do more, without the initial raising of mental strength before hand. Because you are young, this is easy to go over your limits. I suggest you do some focus techniques to improve your mental focus strength, and this will allow you to do more without the pain. Pressure is ok, just like when I used to play trumpet I would get enormous head pressure because of what I was exerting, same with LDing, you are doing mental gymnastics pretty much.