How is your usual life style when awake then? One's thinking habbits could most probably play an important role in why you get headache. Since one's mind working in the order of: Thought becomes feeling, and feeling becomes reaction/action. A common example is people who have a lot of stuff on their minds, and this will casuse them headache as we all know. But if you are becoming aware in your dreams. Then your logic could come in to play while your brain might need to recover it self from thinking. This is just speculating on how things might work. But I wounder if you got many things on your mind or many worries etc etc?