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1. Your mild headaches could be caused by a number of things, its most likely a result of concentrating too hard and/or tensing up your body too much while not properly hydrated (yeah, the bad weather doesnt help in that respect). If you are sure that these arn't he causes at all... it is possible for excessive psionics to take a toll on your head, but even then it is probably an invented illusion resulting from previous expectations. Key thing here is to relax, remember that it has nothing to do with your physical body, only stimulate your mind. Visualise.
2. Psiballs, like most other constructions work better with as little doubt as possible, so yes, naturally the more you practice the less doubt you will feel, although if you initially had very little or no doubt at all - things would go a lot more smoothly for you. You also have to be careful not to delude yourself early on (I know I did); holding your hands too close together (you will feel heat naturally generated from your hands more than anything), attempting a psiball(etc) straight after any form of physical activity (Just a worse version of the former, your body is working harder thus increased respiratory output/cardio-activity which means concentration and focus becomes more difficult; always a good idea to meditate down to a slower than steady heartbeat). I realised the last point I made was kind of a no-brainer, but meh. I'm mainly just highlighting one of the reasons for meditation.
3. The whole psiwheel thing and influenceing the physical... generally this takes a jack load (years) of practice getting rid of every trace of subconscious scepticism , the people who say it's easy are either lying or are just gifted (and really... the end result is kind of useless besides proveing you can give things a variable nudge with your mind, though it should make other forms of psionics easier to grasp). Your best bet is to focus on areas you know you are comfortable in.
It all comes down to ignoring the compulsion of thinking things through too deeply; there is no true method to anything. It is essentially subconscious/conscious doubts standing between yourself and the end result (and your ability to properly concentrate being another factor)
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Oh, and btw this is indeed my first post. I've been lurking for a while up till now, so hello all.
When I do any type of practice with psionics, I also get somewhat of a headache. It isn't overly painful, but it is noticeable. I always thought of it like this; it's like a muscle ache after exercising. I'm testing my mind in ways it isn't used to, so I always thought the pain seemed... natural. Exercise your brain, and have some discomfort. Just like exercising your muscles. But I take it that this way of thinking is incorrect? Because it surely doesn't feel like I'm concentrating too hard when I practice.