I have an iud...And im during my period however is the first time I have the following symptoms : headaches, nauseous, dizziness and sleepy all day?

Anemia. Women with iud usually have profuse bleeding during menstruation causing anemia.Consult your md if your symptoms are not from anemia.
May be anemia. You may need to make sure you are not anemic. Have an evaluation. These symptoms are not associated with the iud.