Usage of "has had" & "had had"
As we know that 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 or have 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.