As other's have said, hydration. But that's only if you're dehydrated. There is a pressure point near the base of your thumb, a bit towards your pointer finger. You can look it up for more specifics. I find that hitting that pressure point helps about 20% of my headaches.
If you regularly consume caffeine and haven't recently: caffeine.
If you regularly consume nicotine but haven't recently: nicotine.
If you regularly consume any drug, really, but haven't recently: youre probably experiencing withdrawal; the most common side effects from withdrawal of most substances is a headache.
Caffeine, ibuprofen and a long walk combo helps me sometimes. I'm pissed they no longer sell ibuprofen with codeine here, that shit used to help me real fast.
Sometimes, I've found that headaches can be caused by muscle tension or aches. I grind my teeth at night, for example, and if I forget to wear my mouthguard, I have headaches the next day. Often the tension is hard to spot until it's gone - I speculate that this is part of why sleeping tends to help with headaches.
If this is the cause, I've found that a strategy to identify and relax areas of tension is to work through an area and consciously tense the muscles, and then relax. It feels like turning something off and on again. Like if I've been doing computer work, my muscles around my eyes may be tired, and tensing the area for a few seconds and then releasing can help reduce that.