I am 11 weeks pregnant with a pretty consistent headache for 2 days? Is it serious?

Probably not. Most women will have headaches around the 10th-14th week with the increase in blood volume. Drink more fluids, take tylenol (acetaminophen) if you want. The headaches should resolve after a coupld of weeks.
Check blood pressure. Agree with dr. G. Also consider checking your blood pressure to make sure high blood pressure isn't causing your headache.