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What is the pattern or time or situation when the headache comes? Sometimes headaches
are better by eating , drinking, rest etc. Its a way your body demads attention . Exposure to heat/cold
or over exertion , eyestrain
, fasting etc can cause headache.
Being thirsty isnt a bad thing, perhaps your body needs more water so its is asking for it.
Still , to clear your doubt check your blood sugar levels and blood pressure.