Dear ,dont worry But sudden change in diet does not mean that u are capable of doing gym ,or strenuous excercise so be cautious Consult doctor before u do join gym For some days stop gym Have healthy diet , u can take opinion of dietician ,then start yoga and pranayama ,once everything settled then with advise of doctor u can join gym  

Keep your water intake good Drink atleast 2-3 litres of water daily If you have actually switched to a healthier diet it cannot cause these symptoms

You may not having sufficient amount of nutrition for the amount of calories you're burning and it's likely that you're over straining at the gym. These following lifestyle changes may help: - Drink lots of water and stay well hydrated at all times of the day(Aim to drink 2.5-3 liters of water everyday) - Limit coffee, tea and carbonated drinks to just once a day - Don't skip meals, Eat healthy, clean and nutritious diet, Don't crash diet - Eat a well balanced and healthy diet - Adults need upto 8 hours of sleep per night - Destress yourself with methods such as yoga/meditation. - Exercise regularly for a minimum of 30-45 mins