Drastically cutting back on sugar, or carbohydrates in general, will often produce a withdrawal headache. This will pass once your body adjusts to your new diet. You could try putting more good carbs in your diet (beans, dairy, vegetables) and that may ease the headache.
Withdrawing from caffeine can also give you a headache, if you've done that. This will also pass.
And/or, dehydration can contribute to headache--in which case, you should drink more plain old water, if you're not getting enough.
I had headaches when I started. I cut back on caffine, drinks with sweetners, sugar and carbs all at once. I suffered for a few weeks then felt gret and full of energy If I've had a lot of carbs I sometimes have headaches again while cutting them back. Your calories are also very low for 257 (especially if you are exercising too). I've had phases of having them that low for weeks and weeks without the weight loss stalls everyone talks about and without feeling hungry but again I cut down to 1300 calories when I started and had headaches so may be a factor.
I also had headaches when I started. It lasted about a week or two and it hasn't been a problem since. I agree with everyone else and their advice that it is probably your body getting use to a new routine. Good luck!