Exercise and vitamins questions?

I have just recently started going from doing no exercises, to a fair amount so far. I am 30 years old, and use to be in good shape, but let myself go. I just recently decided that I want to train for triathlons, and hav made quite a few life changes to do so. First off, I went from drink basically every night, to not at all. also, started taken in vitamins a, c & e with omega-3 pills every night since wednesday night. I was previously taking a 1 a day pill with euchinia every morning before, and just realized I was taking all of that yesterday, so stopped the 1 a day and euchinia pill.

I also have started eating better, draining only water all day, at least a gallon a day. I also used to eat all up until going to bed. Since wednesday, I haven't eating ANYTHING past 7pm.

I ran for about 15 in Wednesday night, and last lifted some light weights that night too. I then rand for 1/2 hour last night(friday night) and again ate a healthy dinner and nothing after 7:15 pm.

I have been getting headaches since friday Morning, and today it is really bad. today it is saturday.

My question is, is this normal, what possible harm could I have done, or be doing with the sudden vitamin switch, and any other bits of advice for improvements?

Please only serious answers!