Does anyone have a problem with getting a headache/migraine the day after working out with weights? How can you prevent it?

You might be dehydrated. Drink a diluted sports drink. The reason for diluting the drink is because usually the sport drinks companies put way too much sugar in the drink so that the consumer buys it for the taste.

Another thing you can do is to ensure that you are refilling on protein after your workout. Grab a quick protein shake or protein bar right after your workout.

^ agreed with DKS

Take your daily vitamins, too! Drink water while you work out.