You are getting advice from a retailer, not an expert!

My guess is the headache is from not drinking enough water during exercise.

When starting exercise, the easiest guideline is pulse rate.

Use the formula 220 - Age = highest pulse rate.

60 to 80 percent of this is the "target heart rate" you should have while exercising.

Try working out at 60 percent of the maximum and if this is too much slow down and bit by bit as you get fitter build towards this.

You can also use interval training where you go fast for bursts then slow down again. This is more sustainable han trying to go fast all the time.

And remember to drink plenty, thirst is actually a sign that you are already dehydrated!

I also have to advise you to seek proper advice just in case there is something more serious behind the symptoms.