Should I be concerned? Horrible headache

Im 15 weeks pregnant and I've had this killer headache for the past few days. Its making me dizzy and I can barely remember things I did 20 minutes ago. I go to sleep with it and then in the morning its gone for a few hours but comes back. I don't want to go in to the doctors for them to tell me its just a headache but Ive never had one this bad before.

Forgot to add Ive been taking tylenol and It hasnt helped. Im not sure how to get in contact with my OB unless I actually schedule an appointment.