Have had / has had

We typically use have as a main verb with an object to talk about

common actions. There are lots of things that we have in English,
meaning that we enjoy or experience them. For instance, we can:

have breakfast/lunch/dinner/supper/a bite to eat/a light meal

have a hot or cold drink/a glass of wine/a cup of coffee/some mineral

water

have a shower/a bath/a wash and shave

have a rest/a snooze/a siesta/a good sleep/a bad dream

have a walk/a swim/a good time/a nice evening/a day off/a holiday/a
good journey/a good trip

have a word with someone/a chat/a conversation/a quarrel/an argument

have a headache/a sore throat/hay fever/a bad back/a bad cold

have a (good) job/some work to do/money/an opportunity/a chance

We use the present perfect tense when we want to connect the present
with the (recent) past in some way and this will appear as has
had orhave had in full forms or as 's had or 've had in contracted
forms:

Have they had their breakfast yet? ~ They've had a glass of orange
juice, but they haven't had anything to eat yet.

He was in a foul mood when he got back, but now that he's had a
shower and a snooze, he's calmed down a bit.

Have you had a nice evening, Barbara? ~ I've had a rotten evening. I
had an argument with Tom and I've had enough for one day.

Have you always had hay fever? ~ I've had it every summer since I was
13.

Thus, your example sentence, Sazd, I've had a headache since early
morning, is quite correct.

Had had

Had had is the past perfect form of have when it is used as a main
verb to describe our experiences and actions. We use the past perfect
when we are talking about the past and want to refer back to an
earlier past time, Madiini. In these examples, note the use
of before, after, already and by the time as a trigger for the past
perfect. Note also that the contracted form of had had is 'd had.

She'd had a lot to drink and wasn't capable of walking home by

herself.

After he'd had a good night's sleep, he felt much better.

She sacked him before he had had a chance to explain his behaviour.
By the time he was twenty he'd already had four different jobs.

I'd already had a word with Joan about re-locating to Manchester and
now she's had time to think about it, she quite likes the idea.

Note that past perfect forms are a feature of if-clauses in the third
type of conditional sentence when we are explaining past actions or
regretting past inaction. Thus, had had is likely to appear in this
construction:

If I hadn't had a good education, I would never have got this job.

If she had had children later in life, she would have been a better
mother.

If I'd had another ten minutes, I would've finished the examination

paper.

Had they had any savings they didn't need, they would've re-paid
their son's student loan.