How come i get a headache sometimes when i smoke a cigar?

I only have a cigar once in a while. Less then once i month but when i do sometimes i might have 2 or 3. By the 2nd or 3rd one i dont get a headache. But on the first one i sometimes get a light headache that lasts about an hour. One time i even felt sick, kind of like hangover. I just didnt feel good. Theyre not the best cigars but not garbage, i got them at J & R in NYC.

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