Will the headaches associated with prozac subside?

Common Side Effects of Prozac
Prozac has been studied thoroughly in clinical trials in which the side effects seen with a group of people taking the drug are documented and compared to another group not taking the medicine. This way, it is possible to see what side effects occur, how often they appear, and how they compare to the group not taking the medicine.

In clinical studies, the most common side effects of Prozac included:

•Insomnia -- in up to 33 of people (see Prozac and Insomnia)
•Nausea -- up to 29 percent
•Weakness -- up to 21 percent
•Headache -- up to 21 percent
•Diarrhea -- up to 18 percent
•Loss of appetite -- up to 17 percent (see Prozac and Weight Loss)
•Drowsiness -- up to 17 percent
•Anxiety -- up to 15 percent
•Nervousness -- up to 14 percent
•Shakiness (tremor) -- up to 13 percent
•Dry mouth -- up to 12 percent (see Prozac and Dry Mouth)
•Decreased sex drive -- up to 11 percent (see Prozac Sexual Side Effects)
•Yawning -- up to 11 percent
•Indigestion -- up to 10 percent
•Dizziness -- up to 9 percent
•Sweating -- up to 8 percent
•Impotence -- up to 7 percent (see Prozac Sexual Side Effects)
•Ejaculation problems -- up to 7 percent (see Fluoxetine and Premature Ejaculation)

https://www.drugs.com/sfx/prozac-side-effects.html

Yes, Headaches is listed above as a side effect.