Filmmaker Susanna Styron was at a dinner party when one of the guests came down with a migraine. Another guest said her daughter suffers from migraine. So does mine, Ms. Styron said. The whole table turned to talk about their experiences with migraine, when she got an idea. “So many people suffer from this,” Ms. Styron said. “Somebody should make a film about it.” The whole table looked to her: “Well, you’re the filmmaker,” they said.