While migraines are common during pregnancy, there are a lot of other issues now that begin with headaches during pregnancy (few of them harmful to the babe- though).
Are your eyes bothering you as well? If so, you might want to consider an eye exam to rule out hormonal changes to your eyes such as papilladema.
If it's not caused by visual issues, you can always have your blood pressure checked by your doctor to make certain it's not the cause of your headaches.
With my second child I had horrible headaches, and it turned out I had developed papilladema. By the time they caught it, I had other health issues. So, if the headaches continue, get them checked out.
As for the vivid dreams--- that's very common... VERY common. lol. The OB might offer you something to help you sleep, but with another small child in the house you might want to avoid that.
Good luck.
M.