I woke up with a severe headache and eye pain in my left eye. I've also vomited 3 times. Please help, what should I do?

If this is a new. problem you need to be evaluated. If you have a history of migraine then you need to report this to your doctor.
TimeToTakeAction. If that doesn't get better in an hour or two and/or if you can't keep down a couple of Tylenol (acetaminophen) or Motrin and/or it gets much worse, get someone to take you to an Urgent Care or E.R.--they'll be able to give medication to help the headache and nausea and try and figure out what's causing your problem. Now, if you had half a bottle of gin and six joints today, maybe you could wait 'till morning.