In some cases, headache and nausea are signs of a serious underlying health condition. You should seek immediate medical attention if you experience a very severe headache, if your headache and nausea worsen over time, or if you experience any of these symptoms along with your headache and nausea: slurred speech ; confusion; dizziness
Drinking milk before bedtime is a folk remedy for people who suffer from acid reflux and heartburn during the night. Milk has a soothing effect on the stomach and throat, providing temporary relief. But milk also has a rebound effect that can cause heartburn later.
1 Doing so will make it even less likely that the coffee will curdle the milk.  Note that, while coffee is acidic, it is less acidic than vinegar or lemon juice. As a result, cool to lukewarm coffee is not likely to cause dairy milk or soy milk to curdle.