I don't think a lot of people realize but caffeine addiction is not very different from other forms of addiction (as to how addictions in generally work, not necessarily how much damage they do to you). So my headaches for not having coffee was symptoms of withdrawal from caffeine. I have learned from others who also tried to quit drinking coffee they had to deal with really bad headaches.
My main reason for trying to quit caffeine (as mentioned before) is anxiety. I think I have recovered 90% from my anxiety just by quitting coffee. I am also taking supplements like st. John's wort, which I believe helped me a lot too, along with heavy exercise.
Oh! And I forgot about the dreams! :) This might sound as an exaggeration, but I don't think I have dreamed for the last ten years or so. Or at least dreams I can consciously remember. The week after I stopped drinking coffee, every night I have been having the most vivid dreams you could imagine. Its amazing! :)
After dropping out of college, this might be the second best decision I ever made. I am so excited I can't stop writing about it. :)
The dreams may actually have appeared because of your sleep habits being fixed as you were waking up with coffee and not naturally waking where your brain actually starts to change from a dream state to a conscious state (which could explain why you now remember them).
I forget the name of it but I believe that a few decades back here in Australia there was a brand of over the counter pain killers that had caffeine in them. It perks you up and can reduce the severity of migraines.
You have a headache so you take one but when it wears off you get a caffeine withdrawal headache so you have another one... Repeat until your kidneys fail (or the government finally bans them).
Also, you can get codeine over the counter here. You need a prescription for the higher strength stuff but you can get strong enough codeine without one. The pharmacist will ask you a few questions about why you want it but I've never been refused it. Costs 7 or 8 bucks for 20 tablets of the name brand stuff from memory.
I like coffee enough to have it regularly once a week on Saturday mornings but the rest of my caffeine consumption is sitting down to a cup of tea at around 5 o'clock which seems to make me happy more than energizing me. But the headaches because you did not have your coffee seem rather scary that it had gotten to that point.