I've noticed headaches when I've taken Dbol, mostly due to high blood pressure I think. But I don't get those symptoms until the 3rd or 4th week, and by that time I'm done with the Dbol anyway.
For me it was a mental factor of feeling stronger the first day of my first cycle. It doens't kick in that quick, but it made me feel confident, therefore I could lift heavier almost instantly.
You probably won't feel much the first day, or even the second, but the 3rd-5th day you should be feeling it. Great pumps.