Hello, I, too, have been experiencing a little dizziness when I first wake up in the mornings. I'm a caffeine addict, so it might just be my 'needing' coffee. Also, cutting back on my calories and fat might very well be making the caffeine more noticeable, too. As for headaches, strange thing for me is, I used to get a headache nearly every evening, but since Alli, not even a sign of a headache. Not that I'm saying this is why, but it feels really odd not to have one of my regular 'bothers' as I've had in the past.
Also, not having a gall bladder, I've had eternal stomach problems with my food digesting far too fast for years since having it removed. Now that I'm taking Alli, I'm having quite normal bathroom visits, which this is definitely something to take note of. My surgery was in '85, and not one normal bowel movement since then....until the Alli...there has to be something to that, but I'll not press my luck, because it feels great.