I am a female 25 years of age, the last week I woke up with headaches in the mornings. Is this normal?

Not normal. Waking up with headaches in the mornings could be due to benign causes such as stress, alcohol, caffeine-rebound or tension headaches. But it could also be due to many other more serious causes. It would be helpful to see a doctor to sort things out.
Many Possiblities. You might check out this link http://www.Headaches.Org/education/headache_topic_sheets/early_morning_awakening_headache.