The most common side-effect from vaping is that your mouth might feel quite dry or dehydrated. Drinking more water will counteract that.
If you're getting a headache or feeling nauseous during use, this could be a sign that your nicotine level is too high, so try switching to a lower-strength liquid.
Some people do have an intolerance to the PG in e-liquid, which is often presented as a tightness in your chest or an irritation in your throat. Switching to a higher-VG liquid, or even a pure VG liquid (Found in our PicNIC range) will ease these symptoms for you.
However, while these are suggestions which may help to ease any side-effects that you might be experiencing, we always recommend speaking with your GP if you are worried at all.