As a Sleep Specialist the first question I would ask is what kind of pillow are you using? Your pillow will actually make up around 30% of your quality of sleep. It is VERY common for people to use the wrong pillow and wake up with head aches. This is especially true if your pillow is too small and thin. The bed is designed to align your spine. You want to see a straight line from your tail bone to the top of the spine. We want our necks to be just every so slightly angled up. Usually the avg comfort zone of lift on the neck is 1-3 degrees. If your head is on a down angle even the slightest bit it will cause you to wake up with head aches because you're cutting off some of the oxygen to your brain. This is why it is so important to make sure you purchase new pillows with each bed. You want to make sure your pillow offers you the proper support in accordance to the individual mattress. This is something that is overlooked 90% by doctors and mattress salesmen.

same things happened to me.. headaches makes me kill me.

I often feel headache, but don't know if I can connect it with the wrong choice of the mattress I sleep on. I have a gel memory foam mattress too. But how can it effect the aches?

I recently bought a new mattress and can’t even sleep on it, because the off gassing is so bad, it gives me migraines.

I bought a memory foam and I have experienced headaches as well. The web blames off gassing but I suspect the lack of springs cause the body to "sink" and be too still. With springs you get some bouncing which improves circulation but with foam you can fall asleep in the same position for hours which may not be healthy plus they say there are chemicals but I suspect its lack of movement.