Welcome! I too, am a newbie to the Primal lifestyle and came from a diet of the conventional wisdom of grains and processed easy foods. I started Primal on 16 January, and went cold turkey from all my old vices of sweets and sodas on the same day. UGH. The first four days I had headaches and generally felt blah. HOWEVER. By day 10, I've noticed that when I wake up in the mornings, I am totally awake, not sluggish like I used to be. My general energy level seems constant throughout the day and no more headaches at all. Sounds to me like your body is just adjusting to not getting all the natural sugars it was before you switched. I'm new, but that seems like common sense. (At least your body was used to natural sugar, mine was used to Little Debbie cakes and Soda)
Advice for you from a 25 year coach? - Don't quit after just a few days. Something like this is a lifestyle change. It will take time to fully realize it's potential. Learn all you can, and make changes as you learn.
It doesn't matter how many times you are knocked down. It matters how many times you get back up.