I never had a migraine issue. When I started Atkins, I had wicked bad headaches and felt weak and blah. In my case, I think it was a combo of sugar adn caffeine withdrawal. By the end of a week into it, I was ok again.
Yours might be the same. Or if you have added new foods that you didn't eat before, it might be related. THe best thing is to keep a journal or everything you consume and how you feel. Also consider seeing a doctor if you think so