I had a miserable headache on the second day of the fast, both the second day of the "partial fast" (one meal per day) and also when I went onto the "full fast" (nothing but salt water and lemon/lime drink). They were horrendous, and yes, I broke down and took some acetaminophen. (I'm a wimp when it comes to pain... heh...).
The third days, both times, however, the headaches were gone for good and didn't return.
The second day seems to be the worst. Hang in there!