After having PRP treatment for hair loss I've been having headache and dizziness. I had only one section, should I be worried?

Best to return to your provider. Should your provider not be an MD, I encourage you to visit a MD. If due to PRP hair regen, this is a rare occurrence. The procedure has a very high safety record when performed properly. 
Wishing you a speedy recovery.
Warmly,
Arbella Sarkis, MD

These are not common side effects with most individuals who get PRP but they are concerning. You’ll want to review these with your physicians as soon as you are able.

It's a relatively rare side effect of PRP injection since we usually use the small Botox needles for PRP injections. Headaches can happen if you have any migraine history and these injections can act as a trigger for that. Each person's pain tolerance levels are different and if you had considerable pain during injections, that also can be a reason. If these two problems were not there then it's worth trying once more and see if you have same problem again.