I have been on Levemir for about a month -- I'm finishing my first pack and I've had some pretty bad headaches and pretty bad fatigue. I had to put my dose way down and then they got better. But yes, I think the headaches were influenced by the headaches because I hadn't had really bad headaches for a long time. I did wake up with them and they were hard to get rid of. I have also noticed more pain in my hands and arms and legs and back and so if everything tightens up with joint pain, the muscles in your head are going to tighten up as well. And no, I take a deep breath before a shot and don't feel I tense up or tighten up but I might.