I have something called Hypnic headache. It's rather rare and mostly affects older women. I have been waking up for the last 16 years or so during REM sleep with an awful headache. They don't know much about it except that caffeine and or melatonin help. If I drink coffee it does help but I also have gastritis and IBS-d and the coffee is killing my GI tract. Also suggest melatonin but even if I take just 3 mg. it feels like my head exploded. Why does melatonin affect me that way? Everybody seems to tolerate it well.