Headwinds are definitely difficult to get used to.
If it's a light headwind (2-10 mph), I like to take a club that goes potentially 10 yards past the hole, aim a few yards short and use topspin to run it up to the hole.
If it's a heavy headwind, I do the same as above except with no spin at all.
It's definitely all intuitive and there's really no advice that we can give you to perfection, you'll find yourself figuring everything out as you continue to play.
Good luck. :)