How are you preparing for the fast?
The 4 worst things to eat before a fast:
- Cheese and dairy
- Potatoes and sugar
And I bet a lot of people eat those things. The problem with the first three is the high protein (and high salt in the case of cheese) require a LOT of water to digest, this makes you thirsty and dehydration causes headaches.
Potatoes and sugar digest extremely fast, which leave you hungry quickly. (To the body potatoes are basically indistinguishable from sugar despite being called vegetables.)
The best things to eat are:
- Complex carbs
- A small amount of fat/oil
Beans/Lentils and other legumes and whole grain products are ideal. Bread is good too. I would add a small amount of fat (whatever you would normally use to cook with). (So a bean/barley/pea soup is perfect - but don't overdo the salt of course.) Salad is surprisingly good - lots of water and fiber (but don't overdo it, you need some calories too). Cooked vegetables should round out the meal.
Do not try to stuff yourself with calories - you need less than you think. What you need to worry about it water.
Next is pre-fast preparation:
How much water do you normally drink during the day? On a fast day your body will expect that much. If you normally drink 8 cups a day you will be in trouble. You need to start reducing your water intake a week before the fast starts.
Basically you want your urine to always be yellow (light yellow is OK) before the fast. Then your body is accustomed to conserving water and will do well with the extra you give it before the fast.
But you can't just drink water - it'll come right out again. You need to mix it with food to slow down the absorption. Your blood is unable to hold much water, you must hold it in your stomach and intestines, and the only way to do it is to absorb it into food - that's why salad is good. So is soluble fiber.
It should go without saying that you should avoid all caffeine for a week before the fast.
For further reading see this study: http://www.ima.org.il/FilesUpload/IMAJ/0/60/30277.pdf (Which, reading between the lines, appears to have been done on frum people.)