I've been having really bad headaches for two weeks now. I am three months pregnant. Are severe headaches, that worsen at night during pregnancy common?

Headaches in general are more common during pregnancy and it can be caused by a variety of factors including lower blood sugar to increased stress (or both).
The biggest suggestion I can offer is to make sure you're diet is healthy and you are getting all he nutrients you need and to relax and try and get more rest than you would normally have.
Also try and avoid normal headache medicine as it's not generally advised for pregnant women.

As always though if it is truly concerning you go see your doctor and they can make sure nothing is wrong by running a few tests and what not. They can also prescribe medicine that's safe for you and the baby.

Good luck!!

Oh and I found this site for you: http://www.americanpregnancy.org/pregnancyhealth/headaches.html
It goes into more detail.