I never experienced that or heard of it, don't know what to say

Did you have the same problem even when flying as a passenger? A headache could also be due to the tension of the lesson.

You can check the ocndition of your ears doing a test usually performed by sea divers: Block your nose pressing with your index and thumb fingers and at the same time try to breathin (from the nose) bu tdo not allow any air to pass from your blocked nose. Do you experience difference in the sounds you hear? Now, do the same but the other way. With your nose blocked try to breath out. Normally you will feel preasure in your ears and your hearing feeling will change again. If you can do this your ears are ok.

We're you wearing a headset? or a headset with sun glasses?

no other ideas.....that's what used to give me BAD headaches(the headset).    I had a cheap one(that's all I could afford!)   You could be right (re: the tension of flying). I used to come back from a flying lesson soaked in sweat, even on cold days! Even today, after a checkride in a big plane I work up a good sweat and I've been doing this for 22 years now. The RATE of pressure change is actually less(in Air vs. Water).  If you dive you should know this, I think the rate is about 10-15 feet for each atmosphere (in Water).

Yes, headaches are common after flying. Not everyone gets them though. I have found that the most common cause is dehydration. Drink plenty of water when you get back. If you go for a longer flight, take some water with you. Be sensible though, you don't want to divert just because you need to go to the toilet.

Hi Jim:

Have been an Air Transport Rated Pilot for 20 years and flying both military and civilian now for nearly 36 years.
Have never had cephalalgia which is a pain in the head caused by dilation of cerebral arteries or muscle contractions or a reaction to drugs.
Retired now I still get around to many military messes and flying clubs. 
I read your post quite a while ago so I started to ask around about the symptoms you described.
Ninety-five per-cent of the aircrew I spoke with can not remember any medical problem during training, after training (de-briefing) or have had any problems over their years of flying.
Now that brings us to the Five per-cent. 
All the aircrew I talked to said the problem was with their glasses.  If a pilot must wear prescription glasses then his sunglasses should also be prescription glasses.
A couple of the aircrew also told me they had a problem between progressive lenses and bi-focals.  Bi-focals seem to be the most popular with the aircrew I spoke with however I don't like and don't wear bi-focals, I prefer the progressive lenses which darken with the amount of light.
We all agreed that a good eye exam  along with a medical yearly is very important and wise.  Also we all agreed that a pilot or a person learning to fly experiencing those symptons you described should stop flying until he finds out what the medical problem is.
Also since I have been wearing glasses for the last eight years my optometrist not only checks my eyes but both pairs of glasses at each visit. 
Hope you have not given up wanting to fly Jim....I am sure the solution to the "headache" problem is a simple one
Cheers...Happy Landings...Doug