Caffeine interacts with a neurotransmitter- adenosine- receptors, inhibiting the functions that adenosine would normally activate- namely, sleepy feelings. One theory behind caffeine withdrawal headaches is that with time your body adjusts to a new base level of caffeine, and creates more adenosine receptors to compensate. This would explain why you stop feelings alert after only 1 cup of coffee in the mornings after a while, and have to start having 2 or 3. It would also explain why your head hurts after skipping that coffee, as suddenly there are so many receptors available for binding that should be occupied by caffeine. While we’re not entirely sure why caffeine withdrawal headaches occur, we can say with certainty that after stopping caffeine intake the brain’s chemistry and electrical activity change. So perhaps your daily espresso is a bit more important than you realize.