I've been peeing a lot (it's the first day of this happening) and I feel the need to pee even after I'm done peeing. I've been getting headaches and the feeling of nausea - what is going on?

I know that you said that you feel like you need to pee all the time so this may sound ridiculous, but drink more water. I don't know your exact conditions, but I do know that when I feel like this, it's because I'm slightly dehydrated. I'm not sure if that will work for you, but you can try. If this keeps going on for a few days, you should talk to your doctor.