Hi Gail,
Unfortunately, yes memory loss or issues with memory can occur with menopause as can have many other negative symptoms. However, frequent headaches is concerning and you should seek medical attention from your primary care doctor or gynecologist. Headaches can occur from sleep deprivation or insomnia which may occur with menopause however, there can be other more concerning causes for sudden frequent headaches as well. Make an appointment to see your doctor about the headaches as soon as possible.
All the best