You absolutely can strengthen your body against a hangover; it's called alcohol tolerance and it works quite similarly to exercise! It's why a casual drinker will get drunk/hungover from a couple wine coolers and Grandpa Willie can down a 5th of Jack nightly and barely feel it.

How something feels is not a reliable indicator of how good it is for you. Exercise often feels terrible, but is good for you. Pizza and chocolate often feels great, but is terrible for you.