There are several potential causes for increased headaches in pregnancy. Fluctuating hormones, drops in blood sugar, dehydration, stress/worry, and lack of sleep are all causes. You can even experience headaches from caffeine withdrawal if you were a big coffee or soda drinker before the pregnancy and stopped with the pregnancy. Women who suffer from migraines sometimes sometimes experience more with pregnancy, sometimes less.
Some headaches are caused by normal vision changes. A visit your optometrist for a new prescription maybe be all it takes to get relief. Make sure to keep your old prescription because your eyes usually change back after the pregnancy.
It is important to let your provider know if you're experiencing headaches, as they can also be a sign of a more serious medical conditions.