I have been a very satisifed user of sildenafil for 9 months. I have an Rx for 20 mg. tabs and take them a half hour before a session. It has worked perfectly -- my erection is stronger than before and lasts a little longer. Its like it took 20 years off my equipment.

I occasionally had a stuffy nose but no other side effects.

Yesterday, I got a stabbing migraine while fucking one of my ATF's. I had to stop and fortunately, as soon as I pulled out and rested, it started to subside and was gone completely in 5 minutes. But boy, it was a wicked headache with throbbing.

There were 2 things I did differently this time.

1. It was my second session in 2 days. (It was my birthday and the day before, I used it with a different lady and had a great session with no problems).

2. I had just moved into a new position when it happened. I had her sit on my lap while I was sitting on a chair. And about one minute into this position, the pain started.

I was just about to come and this happened. I ended up not coming, paying 300 for the session but leaving with the feeling that I was just happy my head stopped throbbing.

I'm left trying to figure out if it was 2 doses in 2 days or maybe the lap position put pressure on an artery?

I've run medical device companies since the 90s.
My best advice is to go see your Dr immediately.  
That might have been the side effect of the drug but it also may be related to your overall physical health.  
You didn't say what condition you are in.
Better be safe than sorry

There are headaches known as sex headaches.   They can correlate with approaching orgasm.  There are also exercise headaches.  These are typically "primary" headaches and are not serious.  However another class of headaches, secondary headaches, can be the result of various underlying disorders, some of which could be serious.

For now I am pretty sure it's a sex headache. I had no other symptoms, I'm in good shape and take no medications. In fact I exercised this morning and got a flu shot.

I was just wondering if it was from what was an unusual position for me or taking sildenafil 2 days in a row.

There are a number of issues you raise. First sildenafil acts as an arterial dilator. That's how it works. Migraine and other headaches can be caused by the dilation of arteries in the head. So meds of this type can cause a headache after use..  
Your headaches were, however so typical of sex headaches that we ought to address these. There are two kinds of sex headaches that are typical: one is a slowly increasing headache  during sex that builds slowly during sex and is generally not severe. The second is one that hits like a baseball bat: it is occurs suddenly just at an impending climax and it is severe. These headaches can occur together or individually.  
Sex headaches are most often not at all dangerous, however that is not ALWAYS true.  Very rarely these can be symptoms of what can be dangerous vascular abnormalities that have developed in one of the vessels of the head.  This is a very rare cause but not unknown.  These malformations can develop relative later in life. Such malformations were, until relatively, recently costly in terms of difficulty and discomfort and even risks of complications to diagnose: this is no longer true.  One can get a beautifully detailed picture of the vessels in the neck and in the head with a relatively zero risk and discomfort free study.  If I suspected one of these malformations in a patient of mine (as I did just two days ago) I would get a CT angiogram of the head to be sure. (Which I did on Friday when I was relieved to find my patients vessels were completely normal looking.)

a sex headache was:  Sorry honey, not tonight.  I've got a headache.

 
8o)