just started paleo diet; have quite a few questions.

So, just started paleo, yesterday. My first question is...how off-limits are beans? I always thought they were a good source of protein. My next question is, what are some good foods to go? And, lastly, Im feeling better on my second day already..but the first I had a horrible headache, I have one today but not as bad.. do you think this is due to starting paleo? Thanks for your help in advanced!