Morning Theresa, I personally didn’t get on with the patches so only used them for a short time. If your headaches were anything like mine, o pain meds can touch them! I’ve read different things about headaches, some say too much estrogen, some say not enough, but I’m guessing as they’re related to you just starting it’s probably the former.
These things do settle with time, but each of us reacts differently so can’t say how long. It may only be a couple of weeks. Have you thought about maybe using half a patch to see if that helps? Then slowly work up to a full one?