Here is what I found:
Daith piercing is a piercing in your inner ear. It is thought to be passing through the ear’s innermost cartilage fold, an essential pressure point. If you stimulate it your headache and even migraines can be reduced. This is where the earring comes in.
If you dont want to pierce your ear(s) then try to massage your inner ear on the same side as the migraine and you might find relief. It is worth a try!
As I still am not sure it will help me I will try the above, if I notice an effect I might consider it. On the plus side, if you want to try it you can get so many nice earrings, like this one:
Please note, the effect of daith piercings relation to decrease migraines has not been officially studied. Please speak to your doctor about any questions you might have.
All images are taken from google.