Yes, the pranayama if incorrectly practiced can cause headache, high pulse rate and if done during high blood pressure, can harm you. If you are already exhausted from other exertion of other exercises, or after meals or without attending to natural calls, or you doing more forcefully than it is required, or if your diet is not sattvic, too much pranayama can be unsettling you. So, it is better that you should first learn the correct technique and follow sattvic diet, before adopting pranayama.
It is better that you restrict to alternate nostril breathing without retention or kumbhaka for some days, then see if it helps you. Otherwise, consult with your doctor or physician.