Dehydration is big problem in all these sports because you don’t feel like you’re losing water. If you run or lift weights, the sweat acts as a psychological reminder to drink, but as you climb out of a swimming pool, your first thought may not be of a glass of water. Alcohol doesn’t make you sweat, but it does dramatically increase the amount of urine the body produces and so, like exercise, drinking can cause dehydration. That dehydration, either from drinking or from sweating, is what causes the headache. Exercising and drinking–one may be healthy; the other may be harmful. But if you don’t get enough water, either one can be a headache.