ANDY'S ANSWER: The changes in your hormones can affect a lot of different things and yes, headaches and nausea can be part of your menstruation cycle. Nausea has been attributed to the release of prostaglandins, which are naturally occurring hormones. You may find that drinking ginger or peppermint tea helps with the nausea and taking Ibuprofen at the first start of a headache will go a long way towards combatting these symptoms before they start to adversely affect you. Lots of girls also find that they feel the need to urinate more often around their periods.