Today My Dr Gave Me A Shot Of Prednisone In

Today my dr gave me a shot of prednisone in my hip for symptoms of sciatica. He also prescribed prednisone 20mg twice a day for 5 days. I took 1 tab about 1pm and the second around 10:30pm. I have had a headache building all evening. Is this from the prednisone? Should I have waited until tomorrow to start the tablets? Should the headache subside when I get some sleep? Will it return when I take the next dose? If you have suggestions to ease this, I'd be grateful. Btw, I am diabetic and on clopidogrel.