I think you are supposed to take it easy when you first go on CD and not exercise. If you have been over-exerting yourself and not taking in enough liquids your headache may be as a result of dehydration (or could be your body de-toxing if you normally eat a high carb diet).
I know you won't like me saying this but if you are questionning whether you have got the willpower to do this and you haven't been on it for a day yet, then you possibly are not yet in the right frame of mind to do this diet. You need to be thinking than you can and will do this and think about the end result. If you think ' I don't know if I can do this' then you won't do it.
What sort of eating habits do you normally have? Maybe you might be better suited to one of the other diets on the forum?