I used to get headaches in the mornings and it turns out the sunlight coming from the window (my bed is right by the window) was giving me migraines. My eyes are very sensitive to the sun so I now bought some nice polarized sunglasses to wear (especially when driving when the sun is setting and right in your face) and I covered my window with a shade that completely blocks out the light. Seems like I'd be fine with the shade open during the day, just not when I would sleep. Of course it would be worse in the seasons when the sun would rise earlier.
Just an idea... but I'd get migraines from the sun, being dehydrated, not enough sleep, stress, lack of caffeine, and chocolate. Luckily I'm not a chocolate lover so giving it up really wasn't a big deal