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It's generally best to avoid medications if possible during early pregnancy. Tylenol is considered fairly safe to use, but during the first 10 weeks.
Other things that can be helpful for a sinus headache include using a humidifier, especially at night, walking, which helps sinuses to drain, drinking lots of fluids, saline or neosynephrine nose drops (for 3-4 days), saline nasal irrigation.
Most sinus infections do not require antibiotics, although they may be prescribed if the infection persists.