I get minor headaches all the time, but I am so accustomed to them that they don't bother me anymore.
I don't think I had that problem when I took depakote, but I got fog with it so I ended up switching to Lithium which has worked. I think most of my headaches stem from sleep problems though. I have a hard time falling asleep when I should and then sleeping too much.

Both of which can give you headaches...so I guess I know why I have them.