A migraine is the onset of a variety of symptoms, with the most common being a major headache. This can be accompanied by nausea, sensitivity to light and sound, dizziness and other symptoms. This can be brought about due to a drop in caffeine, an onset of too much caffeine, lack of sleep, drop in blood sugars, suddent change of temperature and other factors.
The first step to do would be to decide which of the factors above caused the migraine. If it is low blood sugar, eat a meal. For extreme heat, sit in the shade and drink a large bottle of water. If it is due to lack of sleep, take a nap. If you are trying to cut back on coffee and are having a caffeine attack, from now on reduce your use, not eliminate it all together. It is important to take notice of what triggers your migraines so you can avoid them in the future as well.