The suspected mechanism for caffeine withdrawal headaches is that more blood is flowing to your brain than it's accustomed to [1]. Caffeine works as a vasoconstrictor, reducing cerebral blood flow (CBF) by an average of 27% across users with varying levels of dependency. [2] When you reduce or eliminate caffeine, CBF spikes, causing "weekend" headaches and migraines.

In my personal experience, weaning yourself off caffeine over the course of a couple of weeks is drastically easier than attempting to quit cold turkey. My preferred method of reducing or eliminating caffeine dependence is to reduce intake by 25% every 3-4 days. Once you're down below 50mg per day, you can switch to tea or quit without any physical side effects.

[1] https://www.ncbi.nlm.nih.gov/pubmed/9170342 [2] https://www.ncbi.nlm.nih.gov/pubmed/19219847