Why did I get headaches after starting a diet?
Common causes include reducing calories too aggressively, dropping caffeine suddenly, lowering carbohydrate or sodium intake, dehydration, skipping meals, poor sleep, and training intensely while underfed. A headache is not proof the plan is "detoxing" anything.
Check the basics first: fluids, sodium, regular meals, enough carbohydrate for your training, and a calorie deficit that is not extreme. If headaches are severe, new, persistent, neurological, associated with fainting or vision changes, or unusual for you, seek medical care.