I’ve been eating Keto for a little over 2 weeks now, maybe 3 weeks. Who can keep track when you’re overcoming a sugar addiction?? 
Anyways, this week I’ve been getting a headache about every day. I have really just been trying to drink more water (my dad in my head…water is the answer for everything), but it persists.
I’m not taking a multi-vit yet and wonder if anyone has any ideas as to what could be the cause or can recommend a good multi-vit that might help?
If you haven’t been supplementing Salt, maybe your sodium/potassium are getting low, I would start there (although 2-3 weeks seems early for that to be an issue).
The Himalayan Pink Salt is great.
When you say ‘supplementing salt’, do you mean to like heavily salt the food I’m eating?
Thing is, because you’ve cut carbs to almost nothing, you’ve been dumping water. (this is a relationship between sugar, insulin and salt)
As this happens, you’re also depleting some of your electrolytes (salt).
No need to be excessive, that would not taste good anyway.
Adding some salt to everything you eat will not only taste good, it will help you retain a good balance of sodium / potassium.
I’m not saying this is for sure what causes your headaches, but it can’t hurt.
At about 1.5 weeks in this time on Keto and I had some awful headaches. Like @Dany already suggested-- I bought some Himalayan salt. I also took the advice on other posts and got some Magnesium and Potassium supplements (pills). That seemed to do the trick for me. So I started putting the ‘higher quality’ salt on foods and taking the supplement.
There are other posts on this forum about the salt supplements. Folks advise to watch out for the laxative and sleepy effect of the Mg supplements. I didn’t have any issues w/ my supplements.
I only started on the Magnesium after I started to fast for more extended period. (3+ days)
Before that, my regular Keto diet supplied plenty of Magnesium and Potassium.
Usually Potassium is not an issue if Sodium is adequate.
And as you stated Magnesium ‘can’ cause some discomfort (It was not the case for me either), so if you do decide to supplement, start with small dose and work yourself up to the desired effect.
At 2-3 weeks in, the OP probably doesn’t have fasting on her mind.