shossy,Welcome to HealingWell. You've found
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Anxiety. You will find the members here willing to lend an ear, offer information, and provide
support for people who need it.
Over the years I have had good luck with some of the antidepressants and not so good with others. I was taking Zoloft last winter at this time as I had weaned off my other AD and had a set back so my Dr. felt Zoloft was the right drug for me. As it turned out it was not a good drug for me as the higher the dose the worse I felt on this med. I finally said no more and restarted on Effexor which has worked well for me.
From Zoloft I had all kinds of nasty side effects and yes headaches was one. I would give yourself time to adjust to the Effexor when you start it and if you have headaches talk to your Dr. about what to use that won't interfere with your new medication.
I wish you luck and Happy New Year.