Does breathing air containing 3% carbon dioxide gives you a headache?
http://en.wikipedia.org/wiki/Carbon_dioxide#Toxicity

"In concentrations up to 1% (10,000 ppm), it will make some people feel drowsy.[83] Concentrations of 7% to 10% may cause suffocation, even in the presence of sufficient oxygen, manifesting as dizziness, headache, visual and hearing dysfunction, and unconsciousness within a few minutes to an hour.
...
Occupational CO2 exposure limits have been set in the United States at 0.5% (5000 ppm) for an 8-hour period.[90] At this level of CO2, International Space Station crew experienced headaches, lethargy, mental slowness, emotional irritation, and sleep disruption."
So according to this, yes you could breathe it, and yes, you would get a headache."