There are a lot of causes for headaches, such as stress, dehydration, and high blood pressure just to name a few. There are some causes that can be really serious, such as tumors or restricted blood flow. It you are having headaches every day for several days, you need to discuss it with your doctor. Try to make a note of what you are doing and how you are feeling when the headache starts, what works to relieve it, and if anything seems to make it worse.

Bang your head recently? It could have caused your brain to swell, i think? Also parasites, If one got inside your head it could be attacked by white blood cells and cause swelling.

It could be caused by a zillion different things. You should really see a doctor. It might be something very easy to fix.

If you are asking for yourself, I would say because you are pregnant you should go to the doctor. But being pregnant could be a cause too because of your hormones.

I am getting up with a headache every morning this week.
Do you have Hay Fever?
I have Hay Fever and I am squeezing too.
I found an allergy pill with a decongestant at Costco. It helps.

Does it start around the same time every day? Or, is it constant? You have actually had it for days?

Could be:
Allergies (food, pollen, chemicals, mold, medication)
Stress
Muscle tension
Not enough regular consumption of caffeine if you drink caffeine.
Blood pressure
Hormones

If you live in or near new england then maybe going from rainy and cold to a heat wave was to much for your body.

@daytonamisticrip I live in the US

@JLeslie It always starts at different times and is on and off all day :/

I cannot remember the last headache I had that was not caused by dehydration or solved by hydration.

Loads of possibilities but the top ones that come to my mind, apart from dehydration which has already been mentioned, are stress, bad posture (especially in the neck) and eye-strain (check your glasses/contacts prescription).

When I was experiencing that it was from a low-grade persistent sinus infection. Go see your doctor.