Migraines are common when you are first cutting out things like caffeine, alcohol, sugar and other unhealthy things out of your diet. I think you're best off not giving in to the headache. If you keep giving in to it, you'll never get the thing out of your diet that you're trying to eliminate. The headache should go away by the following day. If you have to, time your dietary change for a time that you can sleep it off, which is the only thing that works for me when I have a migraine. Once I get through that first day, the headache goes away. The cravings take a little bit longer.
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